During the development of shale gas reservoirs, the mechanical parameters of shale rocks are greatly significant to guide reservoir drilling design, reservoir stimulation, scheme design, and wellbore stability evaluation. Compared with conventional gas reservoirs, the mechanical properties of shale gas reservoir are more complex and lack of the comprehensive understanding. In this study, the uniaxial and triaxial compression experiments of the Longmaxi shale in South China were conducted to understand the mechanical characteristics and damage mechanism of shale rocks. Combined with the characteristics of shale microstructure, the effects of the mechanical properties such as mineral composition, deformation, stress-strain, and fracture damage characteristics were analyzed and discussed. The results show that the stress-strain curves of shale are two main types of elastic deformation and elastic-plastic deformation. There is a significant difference in effective pressure of yield platform in different shale post-peak deformation. The effective pressure of rigid shale is 60 MPa while that of other shales is 30 MPa. With the increase of effective pressure, the increase of peak compressive strength decreases gradually, and the effect of effective pressure on compressive strength decreases gradually with the transition from the brittleness to the ductility. The higher the effective pressure of the brittleness to the ductility is, the greater the change of compressive strength with effective pressure is, and the smaller the compressive strength under low effective pressure is, the smaller the variation with pressure is. Shale rocks with relatively high brittleness under different effective pressures are mainly characterized by brittle split fracture dominated by tensile fracture, while other shales with low brittleness are dominated by single shear fracture plane.