Methane diffusion plays an essential role in shale gas production, linking gas desorption and seepage. Accurate measurement of the methane diffusion coefficient is a key factor for evaluating the potential for multi-gas transport behavior in shales. Thus, a pressure pulse experiment was carried out in this work, the multiscale mass transfer process of methane was simulated, and the mechanism of pore pressure effect on the diffusion ability of shale gas was revealed. The experimental results indicate that the diffusion of methane can be divided into three stages based on the relationship between pressure and time, in which different pore diameters correspond to different diffusion mechanisms. In Stage I, free molecule diffusion is dominant; in Stage II, diffusion occurs through relatively large pores as a result of the combined action of Knudsen diffusion and surface diffusion in those pores; in Stage III, it is attributed to internal configurational diffusion in organic-matter pores. A higher pore pressure increases methane adsorption capacity, and multilayers adsorption of methane on the pore surface reduces the pore sizes. The Knudsen diffusion rate then decreases and the configurational diffusion rate increases. Therefore, as pore pressure increases, the diffusion coefficient of large particles in Stage II decreases, while that in Stage III increases. It is shown that the multiscale mass transfer of shale gas with pore pressure can be effectively simulated through the pressure pulse method proposed in this paper. The method additionally allows the shale formation temperature and overburden pressure to be reliably simulated. This work provides an important workflow for the investigation of gas multiscale transport behavior in shales.