Many of the original muddy marine sediments that have compacted to become gas shale could have been in a depositional environment suitable for the formation of natural gas hydrate (NGH), which concentrates gas by a factor of 164 (at STP). Dispersed biogenic NGH in fine-grained continental slope sediments today occurs in sections as thick as 250 m and contains enormous amounts of methane. Concentrated NGH can completely fill porosity in more permeable sediments. Formation of NGH in the early diagenetic history of shale gas sediments may have been the first step in the gas concentration process. NGH that formed in ancient gas shale sediments could have persisted and held the natural gas in place during lithification so long as hydrate remained stable. It is possible that the concentrated gas was held in place until the packing of the clay minerals effectively reduced permeability to a point that the gas released from naturally converting hydrate could not migrate easily. Because NGH creates open porosity upon conversion, a very large part of this gas could have been trapped in the shales before dissociation of the NGH to its component water and gas was completed. An implication for shale gas exploration is that high gas concentrations may not be confined to organic-rich shales but may also be found in any shales that once contained substantial gas hydrates. These include grey shales with lower organic content and more siliceous shales, which respond well to fracking.