In order to study the adsorption process and adsorption characteristics of shale oil at the macro scale, the isothermal adsorption experiments of illite and kerogen on a heptadecane (oil phase) solution were carried out by infrared spectrophotometry and gas chromatography–mass spectrometry. Based on the adsorption isotherm model and adsorption thermodynamic model, the characteristics of heptadecane adsorbed by illite and kerogen at different temperatures and oily solution concentrations were studied. The experimental results show that the concentration and temperature of the alkane solution help to enhance the adsorption and increase the saturated adsorption capacity. The difference is that the concentration will have a certain effect on the adsorption rate, while the temperature will not. Based on the three adsorption isotherm models, it was found that Langmuir and Freundlich were more suitable for describing the adsorption process of the heptadecane solution by illite and kerogen, and the adsorption characteristics of heptadecane molecules at different temperatures and adsorbents were evaluated. Heating leads to an increase in the collision efficiency between adsorbate molecules and adsorbents, thereby accelerating the migration rate of alkanes. Therefore, increasing temperature helps to enhance the adsorption capacity of rocks and increase the saturated adsorption capacity of minerals. The research results clarify the adsorption characteristics of shale oil heavy components from the macro level and fill the research gap in the application of solid–liquid isothermal adsorption physical experiments on the adsorption and occurrence of shale oil.