CO2–slickwater hybrid fracturing technology is an essential part of shale gas recovery and CO2 geo-storage. However, the exposure to supercritical CO2 (ScCO2) and slickwater can result in potential changes of the pore structures and surface wetting behavior, which affect the gas transportation and CO2 sequestration security in shale reservoirs. Therefore, in this paper, X-ray diffraction (XRD), low-pressure nitrogen gas adsorption (N2GA), mercury intrusion porosimetry (MIP), and fractal analysis were used to describe the pore characteristics of shale before and after ScCO2–slickwater coupling treatments. Shale’s surface wettability was confirmed by contact angle measurements. After the ScCO2–slickwater treatments, the number of micropores (<3.5 nm) and mesopores (3.5–50 nm) increased, while that of macropores (>50 nm) declined based on the N2GA and MIP experiments. Combined with fractal analysis, we argue that the pore connectivity diminished and the pore structure became more complicated. By analyzing the results of XRD, shale pore changes occurring after the ScCO2–slickwater treatment can be explained by the adsorption of polyacrylamide (PAM). Contact angle measurement results showed that the shale’s surface treated by ScCO2 and slickwater was more hydrophilic than that treated by ScCO2 and water, and indirectly prove our argument above. Hence, the coupling using effect of ScCO2 and slickwater can impair the negative effect of CO2 on the shale capillary force to improve shale gas productivity, but it can negatively affect the security of CO2 sequestration in shale reservoirs.