As the typical unconventional reservoir, shale gas is believed to be the most promising alternative for the conventional resources in future energy patterns, attracting more and more attention throughout the world. Generally, the majority of shale gas is trapped within the tight shale rock with ultralow porosity (<10%) and ultrasmall pore size (as less as several nanometers). Thus, the accurate understanding of gas transport characteristic and its underlying mechanism through these microporous/nanoporous media is critical for the effective exploitation of shale reservoir. In this context, we present a comprehensive review on the current advances of multiscale transport simulations of shale gas in microporous/nanoporous media from molecular to pore-scale. For the gas transport in shale nanopores using molecular dynamics (MD) simulations, the structure and force parameters of various nanopore models, including organic models (graphene, carbon nanotubes, and kerogen) and inorganic models (clays, carbonate, and quartz), and flow simulation strategies (such as nonequilibrium molecular dynamics (NEMD) and Grand Canonical Monte Carlo simulations) are systematically introduced and clarified. The significant MD simulation results about gas transport characteristic in shale nanopores then are elaborated respectively for different factors, including pore size, ambient pressure, nanopore type, atomistic roughness, and pore structure, as well as multicomponent. Besides, the two-phase transport characteristic of gas and water is also discussed, considering the ubiquity of water in shale formation. For the lattice Boltzmann method (LBM) and pore network model (PNM) approaches to conduct pore-scale simulations, we briefly review its origins, modifications, and applications for gas transport simulations in a microporous/nanoporous shale matrix. Particularly, the upscaling methods to incorporate MD simulation into LBM and PNM frameworks are emphatically expounded in the light of recent attempts of MD-based pore-scale simulations. It is hoped that this Review would be helpful for the readers to build a systematical overview on the transport characteristic of shale gas in microporous/nanoporous media and subsequently accelerate the development of the shale industry.