The marine shale in southern China has undergone complex tectonic evolution with a high thermal evolution degree. Excessive thermal evolution brings certain risks to shale gas exploration and development. With the advancement of experimental methods, the evolution process of shale reservoirs can be better understood from the micro-nanoscale. This work takes the Ordovician-Silurian Wufeng and the first member of Longmaxi Formation in the Sichuan Basin and Lower Cambrian Niutitang Formation in Outer Margin of the Sichuan Basin to study the impact of maturity upon the genesis of shale gas and development features of the reservoir. A series of geochemical research methods, including TOC, gas component and gas isotope, were adopted to study the impact of different thermal evolution stages of organic matter upon the genesis of shale gas. The nanoscale micro-imaging technique, such as FIB-SEM and FIB-HIM, was used to analyze the development of OM-hosted pores. As shown from the results, when Ro = 1.2–3.5%, the marine shale gas is dominated by methane and other hydrocarbon gases, since the mixture of cracking gas from liquid hydrocarbons and kerogen-cracking gas cause the carbon isotope reversal. Besides, the pyrobitumen pores characterized by the strong connectivity and storage capacity were primarily developed. When Ro > 3.5%, the organic matter is at the graphitization stage. The shale gas is mainly composed of nitrogen at this stage. The nitrogen is originated from the atmosphere and the thermal evolution process, and the OM-hosted pores (pyrobitumen and kerogen pores) characterized by the bad connectivity and storage capacity are developed. Finally, the main component of shale gas, the genesis of shale gas and the pattern of OM-hosted pores under different thermal evolution stages of organic matter are summarized, which provide technical support for the exploration and development of shale gas.