The micro-scale gas adsorption–desorption characteristics determine the macro-scale gas transport and production behavior. To reveal the three-dimensional stress state-induced gas adsorption–desorption characteristics in coal-bearing shale reservoirs from a micro-scale perspective, the coal-bearing shale samples from the Dongbaowei Coal Mine in the Shuangyashan Basin were chosen as the research subject. Isothermal adsorption–desorption experiments under three-dimensional stress state were conducted using the low field nuclear magnetic resonance (L-NMR) T2 spectrum method to simulate the in-situ coal-bearing shale gas adsorption–desorption process. The average effective stress was used as the equivalent stress indicator for coal-bearing shale, and the integral of nuclear magnetic resonance T2 spectrum amplitude was employed as the gas characterization indicator for coal-bearing shale. A quantitative analysis was performed to examine the relationship between gas adsorption in coal-bearing shale and the average effective stress. And a quantitative analysis was performed to examine the relationship between the macroscopic and microscopic gas quantities of coal-bearing shale. Experimental findings: (1) The adsorption–desorption process of coal-bearing shale gas follows the L-F function model and the D-A-d function model respectively with respect to the amount of gas and the average effective stress. (2) There is a logarithmic relationship between the macroscopic and microscopic gas quantities of coal-bearing shale during the adsorption–desorption process. This quantitatively characterizes the differences in the curves, which may be related to the elastic–plastic deformation, damage and fracture of the micropores in coal-bearing shale, as well as the hysteresis of gas desorption and the stress field of the gas occurrence state.