In order to simulate the flowing of shale gas in multi-scale media, we established a mathematical model for the unsteady seepage of multi-stage fractured horizontal wells in shale gas reservoirs in consideration of the flowing characteristics of shale gas in matrix, natural fractures and large-scale artificial fractures. Grid division in the simulation region was carried out by means of nonstructural tetrahedral grid. Then, a 3D numerical model for the seepage of shale gas was established discretely using finite volume method and solved using sequence solution method. Finally, the production performance of multi-stage fractured horizontal wells in shale gas reservoirs and the reservoir pressure distribution were simulated, and the simulation results were analyzed. And the following research results were obtained. First, the gas production rates of multi-stage fractured horizontal wells calculated by this newly established numerical simulation method are basically consistent with the calculation results by the commercial numerical simulation software Eclipse, which proves that this new model is accurate and feasible. Second, the gas production rates of horizontal wells calculated by the sequential solution method are different from those calculated by the fully implicit solution method in the early production stages, but as the calculation progresses, both of them tend to be consistent, which further verifies the accuracy of this new model. Third, desorbed gas plays a supplementary role to reservoir pressure, but its function is limited, and its effect on gas production is little. As the production goes on, the percentage of desorbed gas increases gradually. Fourth, the key to the stimulation of shale-gas horizontal wells is to determine the number of fractured sections rationally and create longer artificial fractures. In conclusion, the research results are conducive to the design of stimulated reservoir volumes (SRVs) of shale gas reservoirs and the prediction of production performance of multi-stage fractured horizontal wells.