Shale gas exploration and development maintained good momentum, but it has some problems at the same time urgently need to be solved, such as sustained casing pressure (SCP), which brought a lot of safety issues and shortened the well service lifetime. A series of experimental investigations and numerical studies were carried out to analyze the development of the micro-annulus width of the second interface in the casing-cement sheath-formation assembly before and after using the pre-stressed cementing technology. Triaxial compression tests computed tomography scanning and accumulated plastic strain tests were conducted to evaluate the residual strain under the combined action of cyclic loading-unloading and confining pressure. Full-size cement sheath experiments were performed to quantify the width critical value of the micro-annulus when gas leakage began during multistage fracturing. The corresponding numerical models of the full-size cement sheath physical simulation facility and pre-stressed cementing technology of a real deep shale gas well were developed. Different combinations of factors were analyzed to quantify the variation of micro-annulus and tolerance ability of fracturing section numbers. The influence of a series of factors, including casing inner pressure, pre-stressed loading, and mechanical parameters of the cement sheath, were analyzed. The result of the research showed that the reduction of casing pressure and increase of pre-stressed loading could help to maintain the seal integrity of the cement sheath. Micro-annulus risks can be reduced through lowering elasticity modulus and raising Poisson's ratio. Eight deep horizontal shale gas wells were cemented with pre-stressed loading. The practical application results showed there was no SCP in prior and post-multi-stage fracturing, which proved the effectiveness of this method.