Shale heterogeneity is important for micro- to macroscale-quality reservoir prediction. We evaluated the multiscale heterogeneity in shale based on thin-section observation, field emission scanning electron microscope observation, low-pressure adsorption analysis, mercury intrusion porosimetry, organic carbon analysis, and bulk chemical analysis by X-ray powder diffraction. We evaluated the results in which the heterogeneity of minerals and organic matter in shale was shown by disorderly and unsystematically distributed mineral grains, lamina, and rapid lithology at multiple scales. The random arrangement of minerals, seasonal climate changes, large changes of sedimentary environment, and the provenance supply was considered to be the origin of the heterogeneity from the micro- to the macroscale in shale. In addition, a multiscale heterogeneity distribution model of marine shale in southeastern Sichuan basin was established, which can be used to predict shale gas distribution from the micro- to the macroscale.