The invention discloses a shale gas production data analysis method. The shale gas production data analysis method aims at the shale gas practical production situation, considers the adsorption, diffusion and pressure-sensitive effects of shale gas, and solves the problems of well frequent opening and closing and production system changing in the practical production process. More accurate formation relevant parameters can be obtained, and reasonable history matching and productivity forecast results are provided. The shale gas production data analysis method is suitable for production diagnosis and forecast in the practical production process of the shale gas in natural gas engineering and dynamic data inversion.