Adsorption behaviors of methane on four Sichuan Basin shales at different temperatures (318, 338, and 358 K) were experimentally investigated. The adsorption equilibrium data were best fitted by using the modified Hill-monolayer model, in which statistical physics theory was used. Four physicochemical parameters of the number of CH4 molecules per site (n), the density of receptors (N-m), total adsorbed quantity (Q(a)), and energetic parameter (Delta E) were estimated. The thermodynamic potential functions, including entropy (S-a), internal energy of adsorption (E-int), and Gibbs free energy (G(a)), were derived. The results showed multianchorage manner occurs during the adsorption process of CH4 on shale, and the interactions between CH4 molecule and shales are Van der waals forces or hydrophobic bond forces. The adsorption of CH4 on shale is spontaneous and globally exothermic. Besides, the analysis of site energy distribution theory based on statistical physical model showed methane molecules first occupied the high-energy adsorption sites and then diffused and adsorbed on the low-energy sites on shale, and the higher temperature resulted in the higher heterogeneity.