Shale has strong water sensitivity, borehole instability of over-diameter and diameter reducing caused by collapse and spall often happen in shale gas exploration drilling. Diamond wire-line coring technology was adopted in well Luodi-1 with the completed depth of 1501.06m, core recovery and hole deviation are all in accordance with geological design requirements. This paper summarizes the drilling equipments, wellbore structure and construction difficulties of well Luodi-1 in order to provide reference for the construction of shale gas investigation well in the future.