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As the fastest growing energy sector globally, shale and shale reservoirs have attracted the attention of both industry and scholars. However, the strong heterogeneity at different scales and the extremely fine-grained nature of shales makes macroscopic and microscopic characterization highly challenging. Recent advances in imaging techniques have provided many novel characterization opportunities of shale components and microstructures at multiple scales. Correlative imaging, where multiple techniques are combined, is playing an increasingly important role in the imaging and quantification of shale microstructures (e.g. one can combine optical microscopy, scanning electron microscopy/transmission electron microscopy and X-ray radiography in 2D, or X-ray computed tomography and electron microscopy in 3D). Combined utilization of these techniques can characterize the heterogeneity of shale microstructures over a large range of scales, from macroscale to nanoscale (c. 100–10−9 m). Other chemical and physical measurements can be correlated to imaging techniques to provide complementary information for minerals, organic matter and pores. These imaging techniques and subsequent quantification methods are critically reviewed to provide an overview of the correlative imaging workflow. Applications of the above techniques for imaging particular features in different shales are demonstrated, and key limitations and benefits summarized. Current challenges and future perspectives in shale imaging techniques and their applications are discussed.