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Nanoscale pore structure characteristics and their main controlling factors are key elements affecting the gas storage capacity, permeability, and the accumulation mechanism of shale. A multidisciplinary analytical program was applied to quantify the pore structure of all sizes of Xiamaling shale from Zhangjiakou, Hebei. The result implies that Mercury injection porosimetry (MIP) and low-pressure N2 curves of the samples can be divided into three and four types, respectively, reflecting different connectivity performances. The maximum CO2 adsorbing capacity increases with increasing total organic carbon (TOC) content, pore volume (PV), and surface area (SA) of the micropores are distributed in a three-peak type. The full-scale pore structure distribution characteristics reveal the coexistence of multiple peaks with multiple dominant scales and bi-peak forms with mesopores and micropores. The porosity positively correlates with the TOC and quartz content, but negatively correlates with clay mineral content. Organic matter (OM) is the main contributor to micropore and mesopore development. Smectite and illite/smectite (I/S) assist the development of the PV and SA of pores with different size. Illite promotes the development of the nanoscale PV, but is detrimental to the development of the SA. Thermal maturity controls the evolution of pores with different size, and the evolution model for the TOC-normalized PVs of different diameter scales is established. Residual hydrocarbon is mainly accumulated in micropores sized 0.3 to 1.0 nm and mesopores sized 40 nm, 2 nm and less than 10 nm. Since the samples were extracted, the pore space occupied by residual hydrocarbon was released, resulting in a remarkable increase in PV and SA.