High damping rubber (HDR) is used in HDR bearings (HDRBs) which are dissipating devices in structural systems. These devices actually have to support permanent static load in compression and potential cyclic shear when earthquakes occur. Mastering the behavior of bearings implies an accurate understanding of HDR response in such configuration. The behavior of HDR is, however, complex due to the nonlinearity and time dependance of stress–strain response and especially Mullins effect. To the authors' knowledge, tests on HDR under combined quasi-static compression and cyclic shear (QC-CS) have not been performed with regard to Mullins effect yet. The purpose of this study is thus to assess experimentally Mullins effect in HDR, especially under QC-CS. In order to achieve this aim, cyclic tensile and compression tests were first carried out to confirm the occurrence of Mullins effect in the considered HDR. Then, an original biaxial setup allowing testing HDR specimen under QC-CS was developed. This setup enables us to identify Mullins effect of the considered HDR under this kind of loading. Tests carried out with this setup were thus widened to the study of the influence of compression stress on shear response under this loading, especially in terms of shear modulus and density of energy dissipation.