We have investigated the features of the shale imbibition process for different drilling fluid parameters, using as an example Chang-7 shale in the Yanchang region of Erdos Basin, as is needed to study the effect of the mechanism for imbibition of drilling fluid filtrate on gas yield and on the lost gas calculation. It has been established that capillary imbibition of drilling fluid filtrate occurs in three stages: the early stage, in which the imbibition rate is high; the middle stage, which is controlled by the shale matrix and has low imbibition rate; and the late stage (diffusion stage), which lasts the longest. Capillary imbibition increases the gas dissipation rate from the rock sample, which results in 10%-20% error in the lost gas calculation. In order to maintain the gas-bearing properties of the formation and to reduce lost gas, we need to optimize the properties of the drilling fluid to reduce the impact of capillary imbibition.