The multi-directional site response of a well-documented downhole array in Japan is numerically investigated with three directional (3-D) dynamic hydro-mechanically (HM) coupled Finite Element (FE) analysis. The paper discusses the challenges that 3-D modelling poses in the calibration of a cyclic nonlinear model, giving particular emphasis on the independent simulation of the shear and volumetric deformation mechanisms. The employed FE model is validated by comparing the predicted site response against the recorded motions obtained from the KiK-net downhole array monitoring system in Japan. The results show that, by employing the appropriate numerical model, a good agreement can be achieved between the numerical results and the monitored acceleration response in all three directions simultaneously. Furthermore, the comparison with the recorded response highlights the significance of the independent modelling of the shear and volumetric deformation mechanisms to the improvement of the numerical predictions of multi-directional site response.