The continental shale reservoir has a complex hydrocarbon composition and multi-scale pore structures，which further leads to the complexity of the phase behavior of continental shale gas. This intensifies the difficulty of reserve evaluation and dynamic analysis of continental shale gas exploitation. This study focused on the continental shale gas of the Jurassic Ziliujing Formation in the Sichuan Basin and developed a multi-scale phase equilibrium calculation method based on multi-scale phase equilibrium criterion，particle swarm optimization，and interior point method by using the PR equation and taking into account the influence of the confinement effect，so as to achieve the global equilibrium simulation. The constant composition expansion was used to simulate the depletion development process and study the phase characteristics and phase behavior of hydrocarbons in the multi-scale pores under different pressure conditions. The study finds that due to the confinement effects，the lighter components tend to exist in small pores，while the heavier components tend to exist in large pores under the initial conditions. As a result，the P-T phase diagram corresponding to the hydrocarbon mixture in pores with pore diameter ≤ 10 nm shifts to the upper left；the critical temperature decreases，and the degree of deviation decreases with the increase in the pore diameter. In the depletion development process，with the reduction of reservoir pressure，the lighter components in the pores can easily enter the large pore for enrichment，while the heavier components in the small pore remain in the small pore.