As an unconventional, high-quality, efficient, and clean low-carbon energy, shale gas has become a new bright spot in the exploration and development of global oil and gas resources. However, with the increasing development of shale gas in recent years, the anisotropic load of the shale reservoir during the mining process has caused the casing to be deformed or damaged more and more seriously. In this paper, the mechanical behavior of shale core shear, triaxial and radial compression are studied using rock true compression tests, shear tests and nuclear magnetic resonance (NMR) technology. The process of macroscopic and microscopic changes of shale fractures during the tests were analyzed to predict the effect of the fracture-state changes and stress-state changes of different shale reservoirs on the casing deformation. The results show that after the shale core is damaged, the overall pore structure changes, resulting in the decrease or increase in shale porosity. During the process of triaxial pressurization, as the pressure continues to increase, there will be a critical pressure value from elastic deformation to plastic deformation. When the pressure value exceeds the critical pressure value, the shale reservoir will have strong stress sensitivity, which can easily cause wellbore collapse. The research results have important guiding significance for determining the casing deformation under shale reservoir load and preventing casing deformation failure.