In recent years CO₂ injection in shale has been investigated with aim to enhance shale gas recovery (ESGR) and permanently sequester CO₂. This paper reviews the state of research on CH₄ and CO₂ sorption in shale. We present the interaction of CO₂ and CH₄ with shale rocks and discuss the dependence of gas sorption on shale properties including organic matter content, kerogen type, mineralogy, moisture and temperature as well as shale selectivity for either species. Dynamic CO₂-CH₄ exchange studies are also summarized together with the geochemical and mechanical impact of gas sorption in shales. We note that most experimental work is still performed on crushed samples rather than whole cores. Also, CO₂ is preferentially adsorbed over CH₄ when both species co-exist in shale. Both gases are in supercritical state at typical reservoir conditions. Especially CO₂ adsorption is not well described by standard isotherm models in this state.