Micro- and nano-scale pores develop in shale reservoirs, and the associated pore structure controls the occurrence state, gas content, seepage capacity, and micro-migration and accumulation mechanisms of shale gas. For this study, we mainly conducted tests, using field emission-scanning electron microscopy, of the isothermal methane adsorption of powder-sized samples under high temperatures (60–130 °C) and pressures (0–45 MPa), along with methane-saturated nuclear magnetic resonance tests of plug-sized samples under different temperatures (60–100 °C) and pressures (0–35 MPa). These samples were from Longmaxi shale cores from strata at different burial depths from the Zhaotong, Weiyuan, and Luzhou areas. As the burial depth increases, organic pores transform from complex networks to relatively isolated and circular pore-like structures, and the proportion of organic matter-hosted pores increases from 25.0% to 61.2%. The pore size is influenced by the pressure difference inside and outside the pores, as well as the surface tension of organic matter in situ. As the burial depth increases to 4200 m, the main peak of the pore size first increases from 5–30 nm to 200–400 nm and then decreases to 50–200 nm. This work establishes an NMR method of saturated methane on plug-sized samples to test the free gas content and develop a prediction model of shale reservoirs at different burial depths. The gas content of a shale reservoir is influenced by both burial depths and pore structure. When the burial depth of the shale gas reservoir is less than 2000 m, inorganic pores and microfractures develop, and the self-sealing ability of the reservoir in terms of retaining shale gas is weak, resulting in low gas content. However, due to the small pore size of organic pores and the low formation temperature, the content of adsorbed gas increases, accounting for up to 60%. As the burial depth increases, the free gas and total gas content increase; at 4500 m, the total gas content of shale reservoirs is 18.9 m3/t, and the proportion of free gas can be as high as 80%. The total gas content predicted by our method is consistent with the results of the pressure-holding coring technique, which is about twice our original understanding of gas content, greatly enhancing our confidence in the possibility of accelerating the exploration and development of deep shale gas.