Fracturing-fluid leak-off in fractured gas shale is a complex process involving multiple pore/fluid transports and interactions. However, water leak-off behavior has not been modeled comprehensively by considering the multi-pores and multi-mechanisms in shale with existing simulators. In this paper, we present the development of a comprehensive multi-mechanistic, multi-porosity, and multi-permeability water/gas flow model that uses experimentally determined formation properties to simulate the fracturing-fluid leak-off of hydraulically fractured shale gas wells. The multi-mechanistic model takes into account water transport driven by hydraulic convection, capillary and osmosis, gas transport caused by hydraulic convection, and salt ion transport caused by advection and diffusion. The multi-porosity includes hydraulic fracture millipores, organic nanopores, clay nanopores, and other inorganic micropores. The multi-permeability model accounts for all the important processes in shale system, including gas adsorption on the organics' surface, multi-mechanistic clay/other inorganic mineral mass transfer, inorganic mineral/hydraulic fracture mass transfer, and injection from a hydraulically fractured wellbore. The dynamic water saturation and pressure profiles within clay and other inorganic matrices are compared, revealing the leak-off behavior of water in rock media with different physicochemical properties. In sensitivity analyses, cases with different clay membrane efficiency, volume proportion of source rock, connate water salinity, and saturation are considered. The impacts of shale properties on water fluxes through wellbore, hydraulic fracture and matrix, and the total injection and leak-off volumes of the well during the treatment of hydraulic fracturing are investigated. Results show that physicochemical properties in both organic and inorganic matrices affect the water leak-off behavior.