The methane adsorption behaviors and mechanism in clay minerals are investigated by molecular dynamics and grand canonical Monte Carlo simulation methods. Simulation models of montmorillonite, chlorite, and illite with the pore size of 6 nm are built based on the characteristics of Yanchang Formation shale samples. The results show that the methane adsorption of clay is physical adsorption, for the adsorption isosteric heat of methane ranges from 3.62 to 5.77 kJ/mol, which is less than 42 kJ/mol. The types of clay minerals, pressure, and water saturation affect the methane adsorption capacity. The diffusion coefficients of methane in montmorillonite, chlorite, and illite are 1.521, 1.635, and 1.693, respectively. The methane adsorption capacity of different clay minerals decreases in the following order: montmorillonite > chlorite > illite. The adsorption area and intermolecular interaction forces are key factors affecting the methane adsorption capacity, and they are controlled by the crystal structure, chemical composition, and physical properties of minerals. The methane adsorption capacity increases as the pressure increases and decreases with increasing water saturation. When water saturation increases to 45%, clay minerals show almost no methane adsorption capacity. The water molecule is a polar molecule, and it has greater van der Waals force and electrostatic force with clay minerals than the methane molecule, the nonpolar molecule. Moreover, there are hydrogen bonds between water molecules and no hydrogen bonds between methane molecules. These stronger interaction forces make water molecules occupy more limited adsorption sites and have better adsorption capacity than methane.