Organic matter (OM) pores in shale can provide abundant storage space for gas. However, there are different types of OM with different compositions and structures in continental shale, and their pore structure evolution lacks direct observations. In this study, anhydrous thermal simulation experiments in an open system were conducted on a continental Jurassic Ziliujing Formation shale sample with a low initial thermal maturity, taken from an outcrop in the northeastern Sichuan Basin. Changes in the pore structure of a specific OM at different thermal maturities were captured by field emission–scanning electron microscopy (FE-SEM). These FE-SEM images processed by image processing software were combined with N2 adsorption and high-pressure mercury intrusion porosimetry data to help clarify the pore structure evolution characteristics. Our results show that OM developed in Ziliujing Formation shale can be divided into four types based on their morphological characteristics. The pore structure evolution process is closely related to the processes of petroleum generation, migration, and thermal cracking. More specifically, the filling of pores by generated oil at lower temperature caused a decrease of the macropore volume in the shale sample and these filled macropores were released at higher temperature by thermal cracking of oil. In addition, there were no OM pores larger than 10 nm created during thermal simulation experiments, which indicates that the development of such sized OM pores is largely dependent on the original composition and structure of the parent OM.