A number of wells in the Sichuan Basin of China have tested industrial gas flow pressure arising from the shale of the Da’anzhai section of the Ziliujing Formation, revealing good exploration potential. Microfractures in shales affect the enrichment and preservation of shale gas and are important storage spaces and seepage channels for gas. In order to increase productivity and to reduce the risks associated with shale gas exploration, the types, connectivity, and proportion of microfractures in the Da’anzhai Member have been studied in this work by core and thin section observations, micro-CT, scanning electron microscopy, nitrogen adsorption, and high-pressure mercury intrusion. The results show that four types of fractures have developed in the shale of the Da’anzhai section: microfractures caused by tectonic stress, diagenetic shrinkage fractures of clay minerals, marginal shrinkage fractures of organic matter, and microfractures inside mineral particles. Among these, structural fractures and organic matter contraction fractures are the main types and are significant for shale reservoirs and seepage. The structural microfractures are mainly opened and are well-developed in the shale, with a straight shape, mainly between bedding, with the fracture surface being curved, fully opened, and mainly tensile. Organic matter fractures often develop on the edge of the contact between organic matter and minerals, presenting a slit-like appearance. The fractures related to bedding in the shale are particularly developed, with larger openings, wider extensions, intersecting and expanding, and forming a three-dimensional interconnected pore-fracture system. Based on image recognition, generally speaking, microfractures account for about 20% of the total pore volume. However, the degree of the microfractures’ development varies greatly, depending upon the structural environment, with the proportion of microfractures in fault-wrinkle belts and high-steep zones reaching 40% to 90% of the total pore space. On the other hand, micro-fractures in areas with underdeveloped structures account for about 10% of the total pore space.