The clay minerals are the main constituent minerals of the shale. It’s closely related with the occurrence and enrichment of shale gas. Because of its special crystal structure, clay minerals formed different types of pores between the crystal layers, in the internal mineral and between the mineral particles. The pore size, morphology and the specific surface area determine the methane adsorption capacity of the clay minerals. This paper reviews the occurrence of methane adsorption and various influence factors, such as pore structure, the water and organic matter in the pore. Different types of clay minerals are different in pore development and morphology. The round and slit micropores are most frequently found in smectite clay, which has the biggest total surface area and methane adsorption capacity. The mesoporous and macroporous are most developed in illite and kaolinite with the methane adsorption capacity belowing montmorillonite. Water and organic matters present in the pore of the clay minerals will also affect the methane adsorption capacity. Generally believed that water molecules will occupy the surface of pore, and resulting in a decrease of methane adsorption capacity of clay minerals. However, the specific effects of the soluble organic matter to the methane adsorption capacity of clay minerals are not clear yet. Finally, this paper indicates some of the issues to be explored in depth according to the needs of shale gas exploration.