The present paper assesses the significance of shrinkage-induced clamping pressure in fiber-matrix bonding mechanisms in cementitious composite materials. The paper contains a description of an experimental setup that allows measurement of the clamping pressure, which develops on an elastic inhomogeneity embedded in a matrix consisting of a cementitious material undergoing shrinkage during hydration (autogenous shrinkage). Furthermore, the paper presents the analysis necessary to perform an interpretation of the experimental results and to determine the clamping pressure acting on any elastic inhomogeneity embedded in the same cementitious matrix material. Fiber-shaped inhomogeneities are of special interest in cementitious composite material systems, and results are presented for the development of clamping pressure on three typical fiber types in two typical cement pastes used in high performance cementitious composite materials. Assuming a Coulomb type of friction on the fiber-matrix interface and using typical values for the frictional coefficient, it is shown that the shrinkage-induced clamping pressure could be one of the most important factors determining the frictional stresses observed on debonded fiber-matrix interfaces during pullout.