The effect of clay minerals on the methane adsorption capacity of shales is a basic issue that needs to be clarified and is of great significance for understanding the adsorption characteristics and mechanisms of shale gas. In this study, a variety of experimental methods, including XRD, LTNA, HPMA experiments, were conducted on 82 marine shale samples from the Wufeng–Longmaxi Formation of 10 evaluation wells in the southern Sichuan Basin of China. The controlling factors of adsorption capacities were determined through a correlation analysis with pore characteristics and mineral composition. In terms of mineral composition, organic matter (OM) is the most key methane adsorbent in marine shale, and clay minerals have little effect on methane adsorption. The ultra-low adsorption capacity of illite and chlorite and the hydrophilicity and water absorption ability of clay minerals are the main reasons for their limited effect on gas adsorption in marine shales. From the perspective of the pore structure, the micropore and mesopore specific surface areas (SSAs) control the methane adsorption capacity of marine shales, which are mainly provided by OM. Clay minerals have no relationship with SSAs, regardless of mesopores or micropores. In the competitive adsorption process of OM and clay minerals, OM has an absolute advantage. Clay minerals become carriers for water absorption, due to their interlayer polarity and water wettability. Based on the analysis of a large number of experimental datasets, this study clarified the key problem of whether clay minerals in marine shales control methane adsorption.