Research on unconventional shale reservoirs has increased dramatically due to the decline of shale production from conventional reserves. Pore structure analysis can assist in accurately understanding the storage and migration properties of the gas and oil that are very critical for the numerical simulation and overall production estimation. In this chapter, three methods (field emission scanning electron microscope (FESEM), nitrogen adsorption, and mercury intrusion capillary pressure (MICP)) are introduced and applied to analyze the microstructures of shale rocks. Pore information is derived and analyzed using the three methods. Limitations and strengths of the three methods are also described in this chapter. The results showed that nanopores were widely distributed in the shale samples. FESEM is a straightforward way to view the pores but is limited in characterizing the pores in two dimensions. Nitrogen adsorption can quantify the pores that are <200nm in size. MICP can detect pores with a broad size range from a few nanometers to few hundred micrometers. The pore information from the MICP method reflects the pore throat characteristics.