The occurrence state of oil, gas, and water plays a crucial role in exploring shale reservoirs. In this study, molecular dynamics simulations were used to investigate the occurrence states of these fluids in shale nanopores. The results showed that when the alkane is light oil, in narrow pores with a width less than 3 nm, oil molecules exist only in an adsorbed state, whereas both adsorbed and free states exist in larger pores. Due to the stronger interaction of water with the rock surface, the adsorption of oil molecules near the rock is severely prohibited. Oil/water/gas occurrence characteristics in the water-containing pore study indicate that CO2 gas can drive free oil molecules out of the pore, break water bridges, and change the occurrence state of water. During displacement, the gas type affects the oil/gas occurrence state. CO2 has strong adsorption capacity, forming a 1.45 g/cm3 adsorption layer on the rock surface, higher than oil’s density peak of 1.29 g/cm3. Octane solubility in injected gases is CO2 (88.1%) > CH4 (76.8%) > N2 (75.4%), with N2 and CH4 having weak competitive adsorption on the rock. The investigation of different shale reservoir conditions suggests that at high temperature or low pressure, oil/gas molecules are more easily displaced, while at low temperature or high pressure, they are tightly adsorbed to the reservoir rock. These findings contribute to the understanding of fundamental mechanisms governing fluid behavior in shale reservoirs, which could help to develop proper hydrocarbon recovery methods from different oil reservoirs.