The lacustrine shale of deep Shahezi formation in the Songliao basin has great gas potential, but its pore evolution, heterogeneity, and connectivity characteristics remain unclear. In this work, total organic carbon analysis, rock pyrolysis, X‐ray diffraction, field emission scanning electron microscopy, the particle and crack analysis system software, low‐temperature nitrogen adsorption experiment, fractal theory, high‐pressure mercury injection experiment and nuclear magnetic resonance experiment were used to study the Shahezi shale from Well SK‐2. The result indicated that the organic pores in Shahezi shale are not developed, and the intergranular and intragranular pores are mainly formed by illite‐dominated clay. As the burial depth increases, the pore size and slit‐shaped pores formed by clay decrease, and dissolved pores in the feldspar and carbonate minerals and dissolved fractures in the quartz increase. The pore evolution is affected by clay, compaction, and high‐temperature corrosion. Based on the pore structure characteristics reflected by the pore size distribution and pore structure parameters obtained by multiple experimental methods, the pore development and evolution are divided into three stages. During stage I and II, the pore heterogeneity of the shale reservoirs increases with the depth, the physical properties and pore connectivity deteriorate, but the gas‐bearing property is good. In stage III, the pore heterogeneity is the highest, its gas generation and storage capacity are low, but the increase of micro‐fractures makes pore connectivity and gas‐bearing better.