The characteristics of the shale in the lower Third Member of Shahejie Formation (E2-3s3-x) and the upper Fourth Member of Shahejie Formation (E2-3s4-s) are wide distribution area，large accumulated thickness, high organic matter abundance , organic matter type of the I type kerogen, which reflect the large exploration potential of shale oil in the Dongying Sag of Bohaiwan Basin. The main structures are layered and lamellar. The main mineral compositions are clay minerals, carbonate minerals, quartz and feldspar of shale. In macro observation, the fracture types of shale development include diagenetic cracks and structural fractures. The main pore types are dissolved pores, crystalline pores and biological pores. In microscopic observation, the pore types include intergranular pores, intragranular pores, intercrystalline pores and dissolved pores. The pores development is significantly different under different matter abundance, type and thermal evolution. Using smallangle Xray scattering method to obtain the mesoporous (2~50nm) distribution of shale. Compared the mesoporous distribution of sample before and after solvent extraction process, the results display that the micro mesoporous (2~10nm) is an effective reservoir space of shale oil and a major contributor to the complexity of pore structure. NMRC can be used to measure the shale nanoscale (2~800 nm) openings pore distribution and get quantitative porosity, which can compensate for the lack of other methods. The extensive development of nanoscale intergranular pores are the main storage space of shale oil in Dongying Sag.