The Nuclear Magnetic Resonance (NMR) response of gas in gas shale nanopores is different from that of bulk gas, where relaxation is dominated by spin rotation and diffusion is unrestricted. Gas shales are characterized by very low porosity and ultra low permeabilities. Their porosity is dominated by nanaometer-scale pores in the organic kerogen that restricts diffusional motion, in addition to having very high surface-to-volume ratios that enhance surface relaxation. At high pressure, the gas exists as an adsorbed phase on the pore surface and as free gas phase in the pore interior. Thus, relaxation and diffusion properties of gas in gas shales are controlled by the combined effects of adsorption, enhanced surface relaxation, restricted diffusion and molecular exchange between the adsorbed and free phases. One of the biggest challenges is the understanding of such effects in order to determine the quantity of free and adsorbed gas from NMR data, and to devise novel techniques to log these unconventional plays. Proper estimation of fluid volumes also requires the knowledge of the hydrogen index for the gas restricted in the gas shale nanopores, which is yet another challenge.