Lacustrine shale oil has the potential to lead the development of China's oil and gas industry. By integrating scanning electron microscopy, low-temperature CO2 and N2 adsorption, high-pressure mercury intrusion, and nuclear magnetic resonance with centrifugation at different speeds, the pore system and pore fluid distribution of Da’anzhai Member lacustrine shale in the Sichuan Basin are studied. The results show that: (1) The reservoir space is mainly inorganic pores and micro-fractures. Nano-micron scale pores are commonly found and widely distributed in the Da’anzhai shale with multiple peaks of 28 nm, 200 nm, 900 nm, and 3.5 µm. The total pore volume ranges from 0.00849 to 0.02808 cm³/g, and the pores ranging from 100 nm to 1000 nm are the main contributors to total pore volume. (2) Pore fluid can be divided into movable oil, bound oil, and adsorption oil. The proportion of movable oil, bound oil, and adsorbed oil is 21.4%, 12.4%, and 66.2% in Da’anzhai shale, respectively. Movable oil mainly occurs in pores larger than 350 nm, bound oil is 30–350 nm, while adsorbed oil mainly exists in pores below 30 nm. (3) The higher the total organic carbon content and clay minerals content, the smaller the pore size, resulting in the low content of movable oil. The higher the content of brittle minerals such as quartz, the better the development of intergranular pores and microfractures, and the higher the content of movable oil. Through the grading evaluation of shale pore structure and pore fluid, it is conducive to guide the exploration and development of Da’anzhai shale oil, which has important theoretical and practical significance.