Log-facies classification at the well location allows determination of the number of facies, the facies definition, and the correlation between facies and rock properties along the well profile. In unconventional reservoirs, because of the necessity for hydraulic fracturing in shale gas and shale oil reservoirs, facies classification should account for petroelastic and geomechanical properties. We developed a facies classification methodology based on the expectation-maximization algorithm, a statistical method that allows finding the most likely facies classification and the associated probability distribution, given the set of geophysical measurements in the borehole. We applied the proposed workflow to a complete set of well logs from the Marcellus shale and developed the corresponding facies classification from log properties measured and computed in three different domains: petrophysics, rock physics, and geomechanics. In thne preliminary well-log and rock-physics analysis, we identify three main lithofacies: limestone, shale, and sandstone. The application of the classification method provided the vertical sequence of the three lithofacies and their pointwise probability of occurrence. A sensitivity analysis was finally evaluated to investigate the impact of the number of input variables on the classification and the effects of cementation and kerogen.