Shale gas is a lind of important unconventional natural gas resources, shale is the source rocks of shale gas, and also its reservoir and cap rock, shale gas drilling has its characters and higher technical requirements. This paper aims to the physical and chemical properties and the stratum, analyzed the characters of shale gas drilling, and conduct the detailed research on the main problems during the shale gas drilling, such as the reason on well hole unstabilize, drilling equipments and tools, drilling method choose, design on drilling mud. On the base of practice and theory, put forward the principle of “fast drilling, inhibitory drilling mud priority” in shale gas drilling.