In the Changning–Weiyuan national shale gas demonstration area, SW Sichuan Basin, the wellbore integrity damage occurs in some shale gas wells and has direct effect on the gas production rate of single shale gas horizontal well. After statistics analysis was performed on the problems related with wellbore integrity, such as casing damage, casing running difficulty and cement sheath blow-by, the multi-factor coupling casing stress calculation and evaluation mode laws established. Then study was conducted on the influential mechanism of multi-factor coupling (temperature effect, casing bending and axial pressure) on casing damage. The shale slip mechanism and its relationship with casing sheared formation were analyzed by using the Mohr–Coulomb criterion. Inversion analysis was performed on the main controlling factors of casing friction by using the developed casing hook load prediction and friction analysis software. And finally, based on the characteristics of shale gas horizontal wells, wellbore integrity control measures were proposed in terms of design and construction process, so as to improve the drilling quality (DQ). More specifically, shale gas well casing design calculation method and check standard were modified, well structure and full bore hole trajectory design were optimized, drilling quality was improved, cement properties were optimized and cement sealing integrity during fracturing process was checked. These research findings are significant in the design and management of future shale gas borehole integrity.