Shale gas and coalbed methane (CBM) are both considered unconventional natural gas and are becoming increasingly important energy resources. In coal-bearing strata, coal and shale are vertically adjacent as coal and shale are continuously deposited. Research on the reservoir characteristics of coal-shale sedimentary sequences is important for CBM and coal-bearing shale gas exploration. In this study, a total of 71 samples were collected, including coal samples (total organic carbon (TOC) content >40%), carbonaceous shale samples (TOC content: 6%-10%), and shale samples (TOC content <6%). Combining techniques of field emission scanning electron microscopy (FE-SEM), x-ray diffraction, high-pressure mercury intrusion porosimetry, and methane adsorption, experiments were employed to characterize unconventional gas reservoirs in coal-bearing strata. The results indicate that in the coal-shale sedimentary sequence, the proportion of shale is the highest at 74% and that of carbonaceous shale and coal are 14% and 12%, respectively. The porosity of all measured samples demonstrates a good positive relationship with TOC content. Clay and quartz also have a great effect on the porosity of shale samples. According to the FE-SEM image technique, nanoscale pores in the organic matter of coal samples are much more developed compared with shale samples. For shales with low TOC, inorganic minerals provide more pores than organic matter. In addition, TOC content has a positive relationship with methane adsorption capacity, and the adsorption capacity of coal samples is more sensitive than the shale samples to temperature.