In this study, the microscopic pore characteristics of shale in marine strata are evaluated. Based on field emission scanning electron microscopy (FE-SEM), low-temperature N2 adsorption (LT-N2GA), low-pressure CO2 adsorption (LP-CO2GA) and high-pressure methane adsorption (HPMA) experiments, the pore characteristics of 12 shales from the Wufeng–Longmaxi Formations in northern Yunnan and Guizhou are characterized qualitatively and quantitatively. Fractal Frenkel–Halsey–Hill (FHH) theory is used to analyse the fractal characteristics, and the adsorption pore characteristics of shale are discussed. The correlation between the fractal dimension and pore structure and adsorption performance is determined. The results show that the total organic carbon (TOC) contents of the 12 shales are in the middle–low level, ranging from 0.43% to 5.42%, and the shales are generally in the highly mature to overmaturity stage (vitrinite reflectance (Ro) values between 1.80% and 2.51%). The mineral composition is mainly quartz and clay minerals. The average clay mineral content is 40.98% (ranging from 24.7% to 63.3%), and the average quartz content is 29.03% (ranging from 16.8% to 39.6%), which are consistent with those of marine shale in the Sichuan Basin. FE-SEM and LT-N2GA isotherms reveal a complex shale pore structure and open pore style, mainly ink bottle-shaped and parallel plate-like pores. The total pore volumes (PVs) range from 0.012–0.052 cm3/g, and the specific surface area (SSA) values range from 18.112–38.466 m2/g. All shale samples have abundant micropores and mesopores, accounting for >90% of the total SSA. The fractal dimensions, D1 and D2, were obtained from N2 adsorption data, with different adsorption characteristics at 0–0.5 and 0.5–1.0 relative pressures. The fractal dimensions increase with increasing BJH PV and BET SSA and decrease with decreasing average pore diameter (APD). The fractal dimensions are positively correlated with the TOC and clay mineral contents and negatively correlated with the quartz content. The fractal dimension can be used to evaluate the methane adsorption capacity; the larger the fractal dimension is, the larger the methane adsorption capacity is. Fractal analysis is helpful to better understand the pore structure and adsorption capacity of shale gas reservoirs.