The pressure dependence of a 129Xe chemical shift (δ) and the local density of xenon adsorbed in activated carbon fiber (ACF) with slit-pore widths of 0.7–1.1 nm was investigated using in-situ high-pressure 129Xe NMR. 129Xe chemical shift values below 0.025 MPa change linearly with equilibrium pressure. The initial slope of the pressure dependence of δ led to a shift value at zero pressure, δS′, which approximately reflects the xenon–wall interaction. A statistical model incorporating the xenon–wall interaction well interprets the dependence of δS′ on the pore width. Furthermore, in a higher-pressure region, the density dependence of the chemical shift led to the xenon–xenon interaction via the virial coefficients of the chemical shift up to the second order on density (the third-virial coefficient). The second-virial coefficient (a coefficient for the linear term of density) depended on the pore width. Increasing the slit width from 0.7 to 1.1 nm increased the second-virial coefficient, δ1, from 42 × 10−3 to 78 × 10−3 ppm kg−1 m3, suggesting that the space accessible by the surrounding xenon atoms increases when the slit width increases. This aspect reveals the size effect of the xenon–xenon interaction in nanospace.