A shale reservoir, generally rich in organic matter (OM) and clay minerals, is a heterogeneous porous medium with mixed wettability. It remains challenging to quantify matrix pores within organics and clays and to further understand how water interacts with them. By using nitrogen/carbon dioxide and water vapor sorption analyses, we carried out a comparative study about pore structure and hydration behavior in a set of overmature marine shale samples as well as their OM-free aliquots. The results show that OM porosity occupies 33% of OM volume and contributes 28–67% of total porosity. The majority of OM porosity and 23–73% of inorganic porosity are located in pores with a width of less than 10 nm. Water-derived pore size distribution (PSD), computed using the Kelvin equation, generates greater pore volume than nitrogen-derived PSD, and this gap is positively affected by total clay content and shrinks as the pore size increases. Although the water has strong dipole and resulting specific interactions with surfaces, water coupled with nitrogen/carbon dioxide as probe molecules could provide important and complementary pore information. Furthermore, the response of water-derived PSD to OM loss demonstrates that small OM pores (<10 nm in width) are capable of capturing water. Even at a relative humidity of up to 0.80, narrow organic mesopores (2–10 nm in width) adsorb water amount smaller than half of the total water uptake in OM pores in most cases. OM pores are increasingly important for water sequestration with increasing relative humidity, whereas clay-related pores play a dominant role at low relative humidity. This observation is attributed to the fact that clay-related pores have a stronger water affinity than OM pores, and thus, the former requires only a smaller partial pressure of water vapor than the latter to fill the same pore volume.