A large proportion of shale gas is in adsorbed state. However, in the process of shale gas development, adsorbed gas in the shale pores will gradually desorb, which results in the permeability change of shale. This study aims to find out the adsorption and desorption characteristics of shale and whether there exists certain impact of desorption effects on shale permeability by experiments. Isothermal adsorption and desorption curves of shale gas are not coincident and the desorption curves are in hysteresis. Langmuir equation can be used to calculate the shale isothermal adsorption curve and desorption equation can be used to calculate the shale gas isothermal desorption curve. The permeability of shale was measured, respectively, under low pressure and high pressure, with methane and helium as experimental gas. Then, the comparison was made between the results of shale and the similar experiment results of tight gas sandstone. The results are showed as follows: adsorption effects will break the linear relationship between the shale permeability and the reciprocal of average pore pressure under low pressure; under high pressure, when gas desorption enhances, shale permeability significantly increases. Therefore, adsorption effects can impact the shale permeability under low pressure as well as under high pressure, which should be taken into consideration in the shale gas development.