Enhancing the gas transport capacity of shale is essential to obtain economical gas production. Thermal stimulation has been theoretically and experimentally proven as a feasible technology for improving shale gas extraction. In this work, Longmaxi organic-rich shale samples were heated at 200−1000 °C for 240 h to investigate the feasibility of heating-induced generation of additional gas transport pathways and improvement of gas transport capacity (diffusivity and permeability) within the shale matrix. Results show that the mass loss of shale samples is basically unchanged after 200 °C, while a significant mass loss ranging from 3.5 to 14.4% can be observed in the heat treatment at 400−1000 °C. Decomposition (e.g., organic matter, calcite, and dolomite) and clay dehydration are the primary causes of shale mass loss. The organic matter in the shale remained unchanged after 200 °C heat treatment but greatly reduced, until almost disappeared, after 400 and 600 °C heat treatments, and the content of carbonate minerals dropped sharply, until almost disappeared, after 600−1000 °C heat treatment. Nitrogen adsorption experiments and in situ scanning electron microscopy observations show a significant improvement of pore volume and pore size after 400−600 °C heat treatment. However, the mineral melt and recrystallization after the heat treatment at 800 and 1000 °C can cause pore destruction and densification, resulting in pore volume decrease, indicating that the best heating temperature in Longmaxi shale samples is around 600 °C to enhance the pore volume and connectivity in the shale matrix. The methane adsorption decreased by 63.0%, the effective diffusion coefficient in the macropore increased by 263 times after 600 °C, and the permeability increased by 212.8 times at 5 MPa confining pressure. The newly formed transport pathways derived from 600 °C heat treatment may also improve shale matrix permeability at a high effective stress ranging from 30 to 65 MPa, which is a typical stress condition in the shale formations 2000−4500 m in depth. Based on the experimental results in this study, we proposed the heat treatment to improve hydraulic fracturing performance by mitigating fracturing-induced formation damage (e.g., water blockage, clay swelling, and secondary precipitation) within the fracture−matrix interface. In situ combustion of shale gas in hydraulic fractures may be a possible method to heat the shale formations and generate heating-induced transport pathways on the wall surfaces of hydraulic fractures.