<p>Handling the micro-occurrence mechanisms of fluids is vital for the exploitation of shale gas. As the research hotspots shift towards the deep strata, the gas storage and transport capacity in shale relies to a great extent on the nanostructure. In this work, the grand canonical Monte Carlo and molecular dynamics simulations were performed to systematically study the adsorption and diffusion behaviors of water and methane in illite pores of marine shale. We aimed at providing a molecule-level insight into the thermodynamic and kinetic properties of fluids. The results demonstrate that water molecules tend to form two adsorption layers on each side of the illite surface in micropores. Specifically, the adsorbates are preferentially distributed between K+ and adsorbed above the tetrahedral silicon oxide layer through the hydrogen bonds. With the addition of methane in the system, the second adsorption layers of water disappear. Meanwhile, the density of free water at the pore center decreases and displays some small fluctuations. The variation in burial depth is mainly manifested by the controlling effects of temperature on the fluids. In general, it is manifested as a decrease in the adsorption capacity and an increase in the diffusion ability under the deep geological conditions. In this paper, the molecular dynamics simulation is shown to be an efficient and effective tool to further improve microscopic theory of the gas–water enrichment in shale nanopores.</p>