An understanding of the mechanical properties of reservoir shale is of great significance for the efficient development of shale gas. Both marine and continental shale gas reservoirs in China have considerable development potential, but their different depositional environments may lead to substantial differences in their mechanical properties, which can result in production efficiency differences. In this study, nanoindentation, X-ray diffraction, backscattered electron imaging, and energy-dispersive X-ray spectroscopy were used to determine and analyze the mechanical properties and microtexture of marine and continental shale samples. The geogenesis of the microtexture of marine and continental shales and its influence on the mechanical properties were discussed. The results show that the elastic modulus of marine and continental shale samples are similar, but the hardness of latter is greater. The similar elastic modulus of the two shale samples may result from similar mineralogy. Due to differences in deposition and diagenesis, the marine shale sample forms a clay support matrix and the continental shale sample forms a rigid clastic support matrix, which results in lower hardness in the former and higher hardness in the latter. The low hardness of the shale with a clay support matrix indicates that it may be subject to more severe proppant embedment issue. The experimental results provide a useful reference for the development of these two types of shale gas reservoirs.