Mud volcanoes are fed largely by fracture systems, but fracture systems are common in fold- and-thrust belts (FTBs), and not all of them extrude mud volcanoes. One popular hypothesis is that mud volcanoes extrude up normal faults and fractures in the crests of thrust-related anticlines. Using a high-resolution depth-migrated seismic cube in the northwestern Gulf of Mexico, we demonstrate the occurrence of buried mud volcanoes (shale sheets) that appear to have been fed by fluids moving up the thrust faults themselves. Mobile shales in this deepwater FTB detach a mostly welded allochthonous salt sheet. The main phase of shortening was during the Miocene, accompanying the sedimentation. Shortening generated multiple detachment levels, stacked duplexes, thrusts, and folds affecting the Oligocene mobile shales. Above these detachments, syn-sedimentary shortening initially generated detachment folds that progressively evolved into upward-propagating listric thrusts and fault-propagation anticlines. Shale sheets formed near the central thrust domains, associated with higher fault dips and larger fault displacements. We argue that their feeder systems were probably thrust-related shear zones that widened upward and comprised networks of anastomosing fractures. Finally, we propose that the position of mud volcanoes with respect to the underlying thrust systems depends on the path of least resistance to the surface. Although overpressured muds may vertically reach the surface via extensional fractures in the crests of thrust-related anticlines, we have shown to the contrary that when thrusts are emergent in a deepwater FTB, fluids continue up the inclined thrusts and adjacent fractures, forming mud volcanoes at the thrust tips.