The mechanisms of CO2 enhancing coal bed methane are investigated by many works. The competitive adsorption of CO2 and methane on coal is believed to be the dominant effect. However, whether CO2 injection can be used for improving shale gas recovery is not yet well answered. The adsorption and desorption behaviors of CO2, methane, or their mixture on shale are seldom reported. To evaluate the feasibility of the utilization of CO2 to enhance shale gas recovery, adsorption and desorption experiments of methane, carbon dioxide, and mixtures of the two gases on shales from the Qaidam basin have been operated by the manometric method at 50 degrees C and pressures up to 5.0 MPa. The results show that, for a single component of CO2 or methane, preferential adsorption of CO2 on shale is observed. Meanwhile, the adsorption behavior of mixtures of the two gases manifests that CH4 is preferentially adsorbed on shale, instead of CO2, which means that, during the adsorption process, the existence of CO2 promoted the sorption of CH4. For the process of desorption, an opposite phenomenon is obtained, it is presented that, with the pressure decreasing, CO2 shows a higher adsorption ability on shale. During this period, the existence of CO2 facilitates desorption of CH4 which may result in a higher recovery of shale gas. On the basis of the competitive adsorption experimental results, the utilization of CO2 to improve shale gas recovery is practicable theoretically.