The wetting behavior of shale oil and gas on shale surfaces is determined by the interplay of organic matter (OM), mineral composition, and the intricate pore network structure of the shale. In this paper, the sensitivity responses of the Frenkel–Halsey–Hill (FHH), Neimark (NM), and Wang–Li (WL) fractal models to marine shale with varying material components are analyzed, based on liquid nitrogen adsorption experiments and fractal theory. The wettability evolution model of shale with different maturity stages is established to reveal the heterogeneity characteristics of wettability in shale with complex pore structures. Results show that the NM and WL models offer distinct advantages in evaluating the reservoir structure of shale oil and gas resources. The existence of large-diameter pores is conducive to the homogeneous development of the pore structure. The coupling relationship between pore volume, pore size and pore specific surface affects the fractal characteristics of the pore structure. For highly overmature shale, with an increase in fractal dimension, the wettability of shale changes from neutral-wet to water-wet. For ultramature shale, the higher heterogeneity of the pore structure leads to larger contact angles, causing the wettability to transition gradually from water-wet to oil-wet. In addition, the sensitivity analysis of wettability to fractal structure parameters is examined from the perspective of OM maturation and evolution.