Direct injection of CO2-rich industrial waste gas to displace unconventional natural gas is proposed as an energy-saving and green development method. In this work, the Giant canonical Monte Carlo and molecular dynamics methods were employed to compare the adsorption mechanisms of this method in three typical unconventional gas reservoirs, which are coal seam, shale and tight sandstone. It is found in the adsorption configurations that the proportion of gas molecules in the free state is higher in tight sandstone than in shale and coal seam. The adsorption energy of CH4/waste gas components on all reservoirs is in the order of CH4/SO2 > CH4/CO2 > CH4/NO > CH4/N2, among which the absolute value of the CH4/SO2 adsorption energy on the coal seam reaches the highest 64.220 kJ/mol. The adsorption selectivity of SO2, CO2 and NO over CH4 is greater than 1.0 in all reservoirs at depths of 0.5–4.0 km, and the competitive adsorption phenomenon in the deep reservoirs has a severe negative effect on it. Gas adsorption mode in the tight sandstone is dominated by filling pore structures, while gas adsorption in the coal seam is highly correlated with adsorption sites. This study is instructive for enhanced unconventional natural gas recovery by CO2-rich industrial waste gas injection from the perspective of gas adsorption.