Understanding the adsorption behaviors of CH4, N2, CO2, and their mixture in clay minerals is crucial to the approach of enhanced hydrocarbon recovery using gas injection with application in clay-rich gas-shale reservoirs. In this study, the adsorption measurements of CH4, N2, CO2, and their mixture on montmorillonite were conducted using a gravimetric technique. The underlying competitive adsorption mechanism of CH4, N2, and CO2 on montmorillonite was discussed using Henry's constant, adsorption selectivity, and thermodynamic variables. The adsorption selectivity of CO2 over N2 (αCO2/N2) was the highest, followed by the selectivity of CO2 over CH4 (αCO2/CH4) and that of CH4 over N2 (αCH4/N2). The αCO2/CH4 value was greater than one, confirming that CO2 can stimulate CH4 desorption through molecular swapping. Reducing the temperature increased the selectivity and the desorption of the pre-adsorbed gas was more easily triggered by the injection of the favorably adsorbing gas at lower temperatures. The uptake and affinity of CO2 were the highest, whereas N2 exhibited the smallest uptake and affinity. In addition, CO2 adsorption was more spontaneous than CH4 and N2 adsorption. Although N2 adsorption was less favorable than CH4 adsorption, injecting N2 could lower the spontaneity of CH4 adsorption by decreasing the CH4 partial pressure. The adsorbed CO2 molecules were the most ordered, and the freedom of adsorbed N2 molecules was the highest. The adsorption isotherm of the mixed gases was closer to that of the strong adsorption component. Thus, a strong adsorption gas plays a leading role in the adsorption of mixed gases.