The energy efficiency of conventional shale gas processing is hindered by multiple gas fractionation steps, which often require cryogenic conditions. Direct non-oxidative shale gas aromatization eliminates the need for such gas separation processes by converting the majority of the higher hydrocarbons, excluding methane, to yield aromatics. Although the individual aromatization reactions of methane, ethane, and propane (the major components of shale gas) have been intensively studied, the reaction where all three compounds are present has not yet been thoroughly investigated. The representative active metals for each compound (Mo, Zn, and Ga) were supported on ZSM-5, and their shale gas aromatization performance were evaluated. Investigations regarding the reaction temperature and metal loading revealed that 700 °C reaction over 6 wt% Mo led to maximized benzene, toluene, and xylene (BTX) generation. Despite its intrinsic ability to directly convert methane, methane conversion over Mo/ZSM-5 was obtained to be greatly negative. With the aid of control experiments, this was attributed to the rigorous production of methane from ethane and propane. Although methane was ultimately generated during shale gas aromatization, the presence of methane as a reactant was beneficial for BTX production, justifying the absence of conventional de-methanizing process.