Shales are enigmatic rock types with compositional and textural heterogeneity across a range of scales. This work addresses pore- to core-scale mechanical heterogeneity of Cretaceous Mancos Shale, a thick mudstone with widespread occurrence across the western interior of the United States. Examination of a ~100 m (~328 ft) core from the eastern San Juan Basin, New Mexico, suggests division into seven lithofacies, encompassing mudstones, sandy mudstones, and muddy sandstones, displaying different degrees of bioturbation. Ultrasonic velocity measurements show small measurable differences between the lithofacies types, and these are explained in terms of differences in allogenic (clay and sand) and authigenic (carbonate cement) mineralogy. Variations in ultrasonic velocities can be related to well log velocity profiles, which allow correlation across much of the eastern San Juan Basin. A quarry block of Mancos Shale from eastern Utah, USA, a common target for unconventional exploration and ultrasonically, compositionally, and texturally similar to the laminated muddy sandstone (LMS) lithofacies of the San Juan core, is examined to sublaminae or micro-lithofacies scales using optical petrographic and electron microscopy. This is mapped to results from axisymmetric compression (ASC) and indirect tensile strength testing of this facies at the core-plug scale and nanoindentation measurements at the micron scale. As anticipated, there is a marked difference in elastic and failure response in axisymmetric and cylinder splitting tests relating to loading orientation with respect to bedding or lamination. Shear bands and Mode-I fractures display contrasting fabric when produced at low or high angles with respect to lamination. Nanoindentation, mineralogy distribution based on MAPS (modular automated processing system) technique, and high-resolution backscattered electron images show the effect of composition, texture phases, and interfaces of phases on mechanical properties. A range of Young’s moduli from nanoindentation is generally larger by a factor of 1–4 compared with ASC results, showing the important effect of pores, microcracks, and bedding boundaries on bulk elastic response. Together these data sets show the influence of cement distribution on mechanical response. Variations in micro-lithofacies are first-order factors in determining the mechanical response of this important Mancos constituent and are likely responsible for its success in hydrofracture-based recovery operations as compared with other Mancos lithofacies types.