The interaction between water/gas and rock plays an important role in evaluating initial fluid storage in shale gas reservoirs. It is challenging to understand the co-occurrence relationships of water, chemical structure, and nanopore in shale kerogen due to the fact that both pore-forming material and water adsorption are related to the chemical structure. In this study, we did water vapor adsorption (WVA) experiments on seven Longmaxi Formation shale kerogen, and then analyzed the vapor-liquid equilibrium process. Results show that water is preferentially adsorbed in micropores (< 2 nm) through monolayer coverage when the relative humidity (RH) is less than 75%, while mesopores (2–50 nm) contribute dominantly to the total water adsorption when the RH is greater than 75%. Furthermore, based on grand canonical Monte Carlo simulations, we constructed water-contained molecular models with the same adsorption amounts as the WVA experiments to simulate the water adsorption process. Simulation results show that water can exist in hydrophilic oxygen-containing structures in the form of monolayer coverage, and in hydrophobic carbon structures in the form of water clusters. Under low RH, the narrow ultra-micropores (mainly < 0.35 nm) within the hydrophilic oxygen-containing structures are the primary adsorption centers for water adsorption, which results in a monolayer coverage of water molecules. With increasing RH, the hydrophobic carbon structures can adsorb water molecules because the residual oxygen-containing structures bonded to aliphatic/aromatic carbons provide connecting sites for the formation and growth of water clusters. Based on the acquired results, a molecular model showing the co-occurrence relationships among water, chemical structure, and nanopore was constructed, which helps to understand the microscopic mechanism of fluids-rock interactions.