Cryogenic thermal shock is a waterless, contamination-free stimulation that improves hydrocarbon recovery by creating cracks that enhance formation transport properties such as permeability. However, it is unclear how the applied treatment alters the pore structure and critical properties (Tc, Pc) of shale pertinent to fluid storage and transport. This study integrates experimental and theoretical analyses to determine how shale responds to the liquid-nitrogen treatment at room temperature, 50oC, 100oC, 150oC, 200oC, and 250oC under atmospheric pressure. We imaged the shale samples before and after the cold shock. We also conducted gas adsorption and mercury injection capillary pressure (MICP) measurements to characterize the pore body and pore throat size distributions, respectively. The results showed that the cold shock has a more significant effect on the narrower pores, but above a threshold temperature (∼ 200oC), the pore structure damage counteracts the treatment effects. The results obtained also quantify the effects on the critical properties with the contact temperature difference and particle size. The corresponding effects increase with the contact temperature difference and particle size. The findings from this work have applications in understanding and improving hydrocarbon recovery from shale.