The structural preservation conditions are crucial for shale gas accumulation and preservation. In this study, the Emuerhe thrust nappe structural belt in the Mohe Basin is taken as an example to investigate the influence of the thrust nappe structure on shale reservoir quality. According to the rock metamorphic characteristics and deformation degree, the thrust nappe belt is divided into the root zone, middle zone, and front zone. Based on the observations of field outcrops, cores, and thin sections, the hydrocarbon generation capacity and reservoir properties of shale in different units were investigated through an integrated analysis of organic geochemical data, X-ray diffraction, low-pressure CO2 and N2 adsorption, and helium porosity measurements. Furthermore, implications for shale gas preservation are discussed. Owing to the influence of high temperature and pressure caused by dynamic metamorphism, the Ro value of shales in the root zone exceeds 5.5%, which is far beyond the theoretical upper limit of hydrocarbon generation potential. Thus, the hydrocarbon generation potential of shales exhibits an opposite trend to the deformation strength of the Emuerhe thrust nappe belt. The S1+S2 value of shales within the root zone and middle zone is generally lower than 0.3. The primary pore structure of shales in the root zone was changed or destroyed by ductile shearing and mylonitization. Furthermore, dynamic metamorphism led to a significant decrease in the adsorption capacity of shales. Both the micropores and mesopores in these shales are very limited, and the storage space is relatively low. The strong compaction caused by the thrust nappe tectonic led to a reduction in the pore size. Thus, pores with diameters <10 nm dominated the main reservoir space, and the porosity of shales in the middle zone was lower than that in the root zone. The influence of thrust nappe tectonics on the front zone was relatively weak. Overall, the shales exhibited good hydrocarbon generation potential, high specific surface area, and pore volume. The pore–fracture system consists of relatively large pores, and the extensional fractures are favorable for enhancing the physical properties of shale reservoirs in the front zone. The strong thrust nappe resulted in caprock that experiences broad uplift-erosion and fault failure. The original structure of the shale can be changed or destroyed by ductile shearing and strong compaction. Heating-up caused by tectonics could also promote the rapid desorption of shale gas, which can lead to poor self-sealing performance of shale. The hydrocarbon generation capacity, reservoir property, and preservation conditions of shale display an improving trend along the thrust direction of the Emuerhe thrust nappe structural belt.