CO2 huff-n-puff (HNP) is an attractive enhanced oil recovery (EOR) technique in shale development due to its low cost, high efficiency, and environmentally friendly feature. Molecular dynamics (MD) simulations have been widely used to investigate the mechanisms of CO2 HNP process. However, the process of CO2 HNP is highly complex, involving the CO2 adsorption and transport in multiscale porous media, while considering the effect of different hydrocarbon compositions of shale oil. In this work, we developed a novel multiscale model (nano + bulk) with the modified Eagle Ford shale oil and water as the reservoir fluid. We investigated the adsorption behaviors and transport dynamics of CO2 in the CO2 HNP process. We quantitatively evaluated the CO2 swelling effect and its miscibility with hydrocarbons. Our results show the preferential adsorption to the graphene wall is pentane < CO2 < octane. CO2 can effectively desorb the light and intermediate hydrocarbons from the graphene wall. In addition, CO2 has good swelling effect and miscibility with the light and intermediate components. Due to the large molecular diameter and the strong interactions with the nanopore wall, the heavy components tend to be trapped in the nanopore after the CO2 HNP process. However, CO2 has similar swelling effect on the light and heavy components, indicating that the heavy components in the bulk pore can be effectively swelled and produced. Different from the unstable diffusion edge in the inorganic nanopores, CO2 has a stable diffusion edge in the organic nanopores. From the adsorption perspective, CO2 has favorable sequestration performance in the inorganic nanopores in shale gas reservoirs. This work provides a comprehensive understanding of the CO2 HNP process and practical implications for CO2 sequestration in shale reservoirs.