To investigate the shale pore structure and fractal characteristics during thermal evolution, 30 shale samples from two wells with contrasting maturities (the R-o values of Yanchang samples are 0.71-1.06% and the R-o values of Longmaxi samples are 2.79-3.41%) were subjected to field emission-scanning electron microscopy observation, low-pressure N-2 adsorption experiment, and other analytical measurements. The Frenkel-Halsey-Hill model was used to obtain the double-fractal dimensions (D-1 and D-2) of shale pores for different suits of samples. Analysis shows that the shale pores undergo a complicated evolution process with the increase of thermal maturity. Hence, the evolution trends of pore structure parameters with distinct thermal maturity are not in the same trend. The pore volume and porosity have a trend of increasing first and then decreasing with increase of R-o, which is mainly related to hydrocarbon generation of organic matter (OM). With the increase of R-o, the average pore size and specific surface area show overall monotonic evolution trends. Because of the higher thermal maturity, the fractal dimensions of the Longmaxi samples are generally larger than those of the Yanchang samples, which correlates with the changes of pore structure features. Further analyses suggest that thermal maturity together with OM and mineral compositions jointly contribute to the direct evolution of the pore structure and fractal characteristics of shales. Comprehensive evolution models with thermal maturity also indicate that the pore structure characteristics are the combined results of sedimentary, tectonism, diagenesis, and hydrocarbon generation.