The pore size distribution range of shale oil reservoir rocks is wide, and the mineral composition of shale is complex. A deep understanding of the pore structure, rock composition, crude oil existence status, and their relationships is crucial for the exploration and development of shale oil. In this study, firstly, multi-scale and multi-component shale digital core was established by superposition algorithm using CT scanning images and scanning electron microscopy images. Based on the digital core, a fine characterization method of different components and different scales of pore structure in shale was proposed, and an analysis method of shale oil occurrence characteristics that can quantitatively evaluate the distribution of free oil and adsorbed oil was developed. Using these methods, the pore structure characteristics and shale oil occurrence characteristics of typical cores of shale oil reservoir in Jimsar were systematically analyzed. The distribution laws of pore structure and shale oil occurrence of four types of sweet spots (recorded as I–IV) and three types of lithologic shales were summarized. The results show that the average pore radius, throat radius, pore-throat ratio, coordination number and other micro pore structure parameters of shale show a decreasing trend from sweet spot I–IV, indicating that the pore structure characteristics gradually deteriorate. There are some differences in the micro pore structure characteristics of the three lithologic shales, including fine sandstone, dolomitic sandstone and dolomitic dolomite. The micro pore structure characteristics of fine sandstone are better than those of dolomitic sandstone and dolomitic dolomite, while the micro pore structure characteristics of dolomitic sandstone and dolomitic dolomite are similar. The characteristics of connected pores in different sweet spots and different lithologic shales are obviously different. The proportion of connected pores in sweet spot I and II is significantly higher than that of sweet spot III and IV, and the proportion of connected pores in the cores of fine sandstone is significantly higher than that of dolomitic sandstone and dolomitic dolomite. The free oil content in shale is positively correlated with the pore radius distribution, while the adsorbed oil content is negatively correlated with the pore radius distribution. The adsorption capacity of the four dominant mineral components is dolomite  > feldspar  >  quartz   > calcite. There are significant differences in the pore radius ranges of adsorbed oil and free oil in the four sweet spot zones.