A large amount of fracturing fluid retained in a shale gas reservoir that does not flow back after hydraulic fracturing could induce formation damage of aqueous phase trapping (APT). A shale gas reservoir generally has a multiscale pore and fracture structure, so both retained fracturing fluid distribution and gas transport have multiscale characteristics. In this work, a comprehensive evaluation method of shale APT damage based on the analytic hierarchy process in fuzzy mathematics is put forward considering the petrophysical properties and multiscale gas transport behavior in a shale reservoir. First, the critical indexes of shale APT damage evaluation are determined. Then the hierarchy structure for APT damage evaluation for a shale gas reservoir is constructed. Finally, the weights of the critical evaluation indexes of shale APT damage are calculated on the basis of the analytic hierarchy process. Taking Longmaxi shale reservoir as an example, the APT damage degrees for matrix and fractures are calculated to be 65% and 84%, respectively. The evaluation method for shale APT damage proposed in this work is beneficial to accurately predicting the productivity of a shale gas well and optimizing the hydraulic fracturing process to improve the stimulation effect.