Shale gas, as one kind of unconventional gas, is an important energy supplement. The pore structure characteristic is an important index using to measure and evaluate shale reservoir quality. The Weiyuan marine shale (1#), Jiaoshiba marine shale (2#), Yaoqu tuff (4#) and Yaoqu continental shale (5# and 6#) were selected and subjected to mercury porosimetry (MP), N₂ adsorption (NA) and nuclear magnetic resonance (NMR) tests. The relationships between fractal dimensions and pore structure have been investigated by MP, NA and NMR to characterize the pore anisotropy. The results illustrate that the fractal dimensions of continental sample 5# and 6# are bigger than that of marine sample 2# in the pore range between 0.1 and 100 μm based on MP method. The fractal dimensions of marine sample 2# is bigger than those of continental sample 5# and 6# in the holes range between 2 and 200 nm based on NA method. In contrast, the fractal dimensions max(DNMR) of marine sample 2# is the largest among all the samples in the holes range between 10 nm and 10 μm based on NMR method. Especially, the fractal dimensions of Jiaoshiba marine sample 2# are biggest among all summarized samples in the holes range between 2 and 100 nm using NA and NMR method. That is to say the micropores of Jiaoshiba marine shale are the most development. Maybe it is one of the important reasons to obtain a great success of shale gas exploration in China. Therefore, the fractal dimension, as an important parameter, can be used to evaluate the fracturing effect of shale reservoir.