The shale gas production layer of Wufeng-Longmaxi Formation is characterized by ultra-low water saturation, affecting the reservoir adsorption capacity, self-sealing ability, water phase sealing ability, and the shale gas production. Therefore, we studied the occurrence characteristics and the removal mechanism of residual water in Wufeng-Longmaxi shale of Changning-Weiyuan area using the direct method, i.e., nuclear magnetic resonance (NMR), field emission-scanning electron microscopy (FE-SEM), focused ion beam-scanning electron microscopy (FIB-SEM), mu m-CT), and the indirect methods., i.e., N-2 adsorption, CO2 adsorption, and mercury intrusion porosimetry (MIP). The results showed that residual water mainly exists in the clay-related inorganic pores. Micropore and mesopore are better for the residue water occurrence, relating to a higher removal rate in the heating process. Distribution of water in micropore, mesopore, and macropore are different: volume filling and surface adsorption are equally same in the micropore, the volume-filled water is gradually absorbed by the surface, and then removed in the mesopore, while the pore water will be absorbed by the surface when the pore volume exceeds a certain value in the macropore. In addition, the residue water is prone to migrate from organic pore to inorganic pore and has a plugging effect on pores in the mesopore especially in the range of 2-10 nm.