Since shale oil mainly occurs in shale pores, research into the pore structure characteristics is key to understand the mechanism of shale oil accumulation. Shale micro–nano pore structure in the continental Es₃^lFormation in the Zhanhua Sag is qualitatively and quantitatively characterized with FE-SEM, CO₂ adsorption, N₂adsorption, and high pressure mercury injection. Results show that four kinds of pores are present in the Es₃^l shale. These are organic pores, intergranular pores, intraparticle pores, and micro-fractures. Micropores, mesopores and macropores are developed in the shale samples. Macropores have a rather greater capacity for providing pore volume than do micropores and mesopores, accounting for about 60.61% and providing major reservoir space and seepage paths for shale oil. Micropores are dominant in surface area, accounting for about 87.87% and are the main site for shale oil adsorption.