Exploration activities revealed that high-efficient sealings of the roof and floor for the Wufeng-Longmaxi (WF-LM) gas-bearing shales were the indispensable conditions for shale gas preservation and enrichment in the Sichuan Basin. However, little attention has been paid to their sealing mechanism and sealing model. In this paper, systematic core samplings (Ning-A and YY-B) and a series of supporting experiments (geochemical and rock components analysis, physical properties measurements, pore structure characterization, and sealing capacity tests) were carried out for further analyses and discussion. Results show that the roof and floor have four-level vertical sealing capacities for the WF-LM shale gas, where the direct roof is the argillaceous shale and silty shale of the LM1-2 and LM1-3 members (the middle and upper members of the first part of the Longmaxi Formation) and the floor is the nodular limestone of the Linxiang Formation (LX Fm.). Heterogeneous lithofacies and steady thickness of the roof and floor lead to strong lithologic sealing capacities. The roof and floor are characterized by higher density and water saturation, lower porosity and permeability, lower pore volumes, and poor pore connectivity, resulting in developing larger capillary pressure at the interface and thereby forming strong petrophysical sealing capacities. Based on the sealing model, the great sealing capacities are attributed to the well-developed laminar fabrics, lower TOC content, less (organic matter) OM-related pores, and the compacted clay mineral fragments reoriented into lamellar ones, as well as the unconnected clay-related interparticle pores in the roof shales and high breakthrough pressure in the floor. This study will provide guidance for evaluating the preservation condition and sweet spot prospecting of shale gas exploration in the Sichuan Basin.