Moisture significantly affects the adsorption capability of gas shales for methane (CH4), the main component of shale gas. Primary moisture, i.e., the moisture that exists in in situ shale reservoirs, is therefore crucial to estimate and produce shale gas resource. Aiming to understand the influences of primary moisture on CH4 adsorption on shale samples, the occurrence of primary moisture in shales gathered from the Lower Silurian Longmaxi Formation located in southern Sichuan Basin of China was experimentally investigated. Additionally, the primary moisture dependence of CH4 adsorption equilibrium and thermodynamics of shales was investigated. Results indicate that the primary moisture contents of the four shale samples vary between 0.64 and 0.82% (mass percentage), positively correlated with the clay mineral content of shale samples. The adsorption equilibrium behavior regarding water vapor on shales well follows the modified Brunauer-Emmett-Teller (BET) equation. The water vapor is typically adsorbed onto the primary adsorption sites of shale samples, i.e., the oxygenic functional groups consisting of COOH, conjugated C=O, and highly conjugated C=O, and the secondary adsorption sites, i.e., the previously adsorbed water molecules and clay minerals. The pores with pore diameter less than 4 nm of shales are the main accommodation space for primary moisture. The adsorption equilibrium of CH4 on primary moisture-containing shales well obeys the Ono-Kondo lattice equation. On the basis of the modeling results, the primary moisture causes a remarkable reduction in maximum CH4 adsorption capacity of shale samples by 12.86-45.45%. Moreover, the primary moisture reduces the isosteric heat of CH4 adsorption on shale samples. In summary, the primary moisture in gas shales decreases the adsorption affinity between CH4 and shale samples. Therefore, focusing on the effects of primary moisture on CH4 adsorption on shales is vital to better estimate and produce shale gas resource.