Tensile strength is an important parameter in rock mechanics and is amongst other things used as a criterion for initiation and propagation of fractures in hydraulic fracture modeling. The tensile strengths are determined for three sedimentary rock types using the standard test method for direct tensile strength from American Society of the international association for Testing and Materials (ASTM). The tensile strength testing was done on Castlegate sandstone, Mancos shale and Mons chalk. For Castlegate sandstone and Mons chalk two different specimen sizes, 1.5 inches and 2 inches in diameter, were used to study the size effect on the tensile strength results. Both rock types showed a clear size effect, but as the tensile strength of Castlegate sandstone decreased for increasing specimen size, the tensile strength of Mons chalk increased with increasing specimen size. Mancos shale specimens were tested with different inclination angles relative to the bedding plane to study the anisotropy effect. The tensile strengths for shale varied greatly with the inclination angle and the largest tensile strengths were seen for samples with a 45° inclination angle relative to the bedding. Resulting tensile strengths for all rock types was compared to existing tensile strengths calculated from the Brazilian tensile strength method. The comparison showed that the direct tensile strength test yields lower, and more correct, values than the Brazilian strength test. The tensile strengths were also compared to known correlations between the tensile strength and fracture toughness. Some of the correlations showed a better match than the others.