In order to solve the problems of wellbore instability and wellbore cleaning in shale formation in the WeiyuanChangning area, the treatment agents such as emulsifiers, organic soils and filtration reducers suitable for high-density oil-based drilling fluid systems were selected through experiments. A high-density oil-based drilling fluid system suitable for use in both long and short shale gas horizontal wells in the WeiyuanChangning area was determined by orthogonal design. The final formulation ratio is: 5% primary emulsifier + 2.0% co-emulsifier + 2.0% wetting agent + 5% filtration reducer + 2% organic soil + 3% CaO, oil to water ratio 80∶20 (25% CaCl2 aqueous solution). Evaluation on its performance shows that the system can increase the density to 2.2g/cm3, and the performance is stable after addition of weighting material. It can resist water pollution up to 9%, anti-cutting pollution to 18%, providing good anti-pollution performance with shale recovery up to 95.11%, and good inhibition performance, as well as stable emulsification performance. The field application showed that the high-density oil-based drilling fluid met the drilling requirements of the shale gas horizontal well Wei 204H378. The performance of the whole well was good: there was no well leakage, the well diameter was regular, there was no abnormities in logging, and well completing was smooth.