Studying the CO2–CH4 displacement process is of great importance to understand the CO2-enhanced shale gas recovery technology. However, most studies have focused on the gas behavior in the reservoir during the dominant stage of competitive adsorption after CO2 injection, as well as the shale gas recovery, displacement efficiency, and gas separation after displacement, while less attention has been paid to the gas behavior during the initial period of displacement. A CO2–CH4 displacement model that can provide a continuous pressure gradient in the displacement direction and a stable back-pressure at the pore outlet was developed based on a heterogeneous surface pore. The model was divided into three areas: CO2 injection area, pore area, and back-pressure area. Molecular dynamics simulations were used to study the effects of depressurization exploitation and injection pressure on the displacement behavior at the initial period of the displacement process under different reservoir conditions. It was found that the displacement process always starts from the CH4 reverse flow stage and then experiences the injection pressure action stage and positive displacement stage in sequence. Moreover, the extent of CH4 reverse flow directly affects the system development process and the final displacement efficiency. A small system presorption pressure and a large injection pressure are beneficial to the displacement. It is believed that the reservoir pressure should be dropped to the lowest possible level during depressurization exploitation, and the CO2 injection pressure needs to be selected by considering displacement efficiency, reservoir safety, and economic cost. The CO2 occupies the adsorption sites near graphene faster than that near montmorillonite (MMT) in the direction of displacement, while the CH4 desorption is faster near MMT. Therefore, it cannot be concluded that the displacement process near graphene is ahead of MMT. It is considered that the gas desorption/adsorption behavior near the graphene dominates the displacement process in terms of gas amount, while the fluctuation near MMT with time and injection pressure directly affects the gas adsorption variation in the pore space from the trend.