We have performed an exploration-oriented investigation in nine European countries to identify and rank prospective shale gas plays within their borders. This study, conducted as a rank exploration or “pathfinding” effort because the industry’s activity for these types of reservoirs is in its early stages in Europe, was performed in two phases. The first was a high-level, rapid review of data from public sources for nine countries: Sweden, France, Poland, Denmark, Turkey, Germany, Spain, Romania, and Hungary. The objective of this first phase, preliminary filtering, was to review as many potential shale gas plays within these nine countries as possible and identify the top three countries containing the most prospective shale reservoirs. During the study’s second phase, referred to as the “deep dive,” a deeper investigation into details into the most prospective shale plays identified during the first phase was conducted. More than 400 published documents were reviewed to extract geologic information for these nine countries. This literature review identified 65 shale formations within 56 basins and 22 subbasins. Geologic, geochemical, and geomechanical data for these potential shale plays are also collected and analyzed during this preliminary filtering first phase. These data are used for ranking the shale plays identified, and cutoffs are established to determine “go” and “no-go” plays. Within selected basins, 1D thermal maturity modeling was performed and combined with published maturity data. The 11 shale plays are found to be within all of the selection criteria cutoffs established for this study. These 11 shale plays are investigated in more detail during the second phase of the study, the deep dive. This study’s exploration methodology, which proved valuable for rapidly screening potential exploration targets at a high level, is the main focus of this paper.