Exploring the relationship between formation pressure and shale pore evolution is helpful for the enrichment and development of marine shale gas accumulation theory. The thermal evolution experiment was carried out on the Xiamaling Formation (Pr3x) lowly matured marine shale, which has a similar sedimentary environment to the Longmaxi Formation (S1l) highly matured marine shale. Comparative experiments of open and semi-closed pyrolysis and multiple pore structure characterization techniques, including CO2 and N2 physisorption, mercury intrusion porosimetry, and field emission scanning electron microscopy, were conducted. The marine shale pore evolutionary model under formation pressure is proposed by characterizing pore evolution, and hydrocarbon expulsion and retention for shales under and without formation fluid pressures. The results show that the existence of formation pressure increases the percentage of quartz and reduces the content of clay minerals. The change in formation pressure has no obvious effect on the maturity evolution of shale samples. With the increase of formation pressure, the pore morphology of shale gradually changes from narrow slit pores to ink bottle-shaped pores. The retained hydrocarbons in shale mainly occupy the mesopore space, and the existence of formation pressure promotes hydrocarbon expulsion, especially the hydrocarbon expulsion in the mesopore. In addition, formation pressure improves pore connectivity, especially in the high-over mature stage of shale. With the increase of formation pressure, the micropore volume decreases slightly, the mesopore volume increases significantly, and the macropore volume changes have two stages.