The demand for energy in the world has increased dramatically, leading to an increase in the geological depth of unconventional natural gas development such as shale gas. Comprehension adsorption and diffusion of CH4 at different geological depths is extremely significant, especially in the case of large depths. In this study, the molecular simulations were utilized to investigate the CH4 adsorption, diffusion, and swelling in kaolinite up to 6 km. The outcomes show that the adsorption amount of CH4 on kaolinite increases to the maximum at 2 MPa, while it decreases with increasing geological depth. This phenomenon is explained by the total interaction energy and adsorption isosteric heat between CH4 and kaolinite. The hydrogen and oxygen atoms in kaolinite molecules are the strongly adsorbed sites of CH4. Because of the wall effect, two strong adsorption layers of CH4 molecules were formed adjacent to the kaolinite surface. The CH4 coefficient, including that of self-diffusion and Fick diffusion, increased linearly with the geological depth, and the CH4 diffusion activation energy in kaolinite is about 1.61 kJ/mol at 1-6 km. The kaolinite volume increases first, then slightly decreases, and finally obviously increases with increasing geological depth. By considering the results of adsorption, diffusion, and expansion, we infer that the optimal kaolinite-bearing shale gas reservoir is buried at a depth of 3-4 km.