Understanding the adsorption/desorption behavior, as the primary phenomenon in shale reservoirs, is crucial for shale resource production, which is necessary in approximating the gas-in-place estimation. CH4 and C2H6 in shale gas are two common dominating gas components. We first measure the adsorption/desorption isotherms of CH4 and C2H6 at temperatures of 313.15-333.15 K. The maximum operating pressures for CH4 and C2H6 are 50 and 30 bar, respectively. Relationships of the physical properties of core samples with adsorption capacities of CH4 and C2H6 are analyzed. In addition, the accuracy of four popular adsorption models, i.e., Langmuir, Brunauer-Emmett-Teller (BET), Dubinin-Astakhov (D-A), and Dubinin-Radushkevich (D-R), is quantitatively evaluated by matching with the measured data. Test results show that C2H6 shows more obvious adsorption/desorption hysteresis compared to CH4. In addition, the measured adsorption capacity of C2H6 is much stronger than that of CH4. This indicates that C2H6 exhibits more affinity on the organic-rich shale. It is observed that the total organic carbon (TOC) content correlates linearly with the gas adsorption capacities. In comparison to the TOC content, the BET surface area shows less effect on adsorption capacity. In addition, we found that the D-A model shows the most accuracy among the four popular adsorption models in describing CH4 and C2H6 adsorption. However, Langmuir adsorption is not suitable in reproducing the adsorption of heavier hydrocarbons, i.e., C2H6.