Shale reservoirs contain predominantly micro and mesopores (<50 nm), within which gas is stored as free or adsorbed gas. Due to the ultra-small pore size, multiple transport mechanisms coexist in shale reservoirs, including gas slippage, Knudsen diffusion of free gas and surface diffusion of adsorbed gas. In this work, we propose a new transport model, valid for all ranges of Knudsen number, which combines all transport mechanisms with different weighting coefficients. To quantify the effects of influence factors, we introduce the compressibility factor for real gas effect and effective pore radius for gas adsorption and stress dependence. The model is proven to be more accurate than existing models since the deviation of the analytical solution of our model (3%) from published molecular simulation data is lower than that of existing models (10~20%). Based on this model, we compare (1) the contribution of each transport mechanism to gas transport in pores of different radii, (2) shale permeability measured in laboratory and at reservoir conditions, and (3) permeability of nanopores and natural fractures. It is found that gas transport is dominated by gas slippage and surface diffusion when the pore radius is over 10 nm and below 5 nm, respectively. Knudsen diffusion only becomes significant when the pore radius is between 2 and 25 nm and pore pressure is below 1000 psi. Furthermore, laboratory measurements usually over-estimate shale permeability. We also propose a promising enhanced gas recovery method, which is to open and prop up closed natural fractures using micro size proppants.