Shale gas, as an important unconventional natural gas resource, has become a major direction in China’s oil and gas exploration. Due to the unique reservoir and fluid storage characteristics of shale gas, research on its fundamental rock physics experimental properties is of great significance for guiding geophysical exploration and data interpretation. In response to the geological evaluation needs of reservoir storage properties and gas content in the exploration and development of shale gas, the principles and research methods of rock physics experiments for shale gas reservoir porosity, permeability, water saturation, and gas content were systematically reviewed. The influences of different factors on measurement results were compared and analyzed, and the advantages, disadvantages, and applicability of various measurement methods were summarized. Finally, current challenges and future development trends in the rock physics experimental research of shale gas were discussed. The study aims to provide a reference basis for the exploration and development of China’s shale gas resources.