Elevated temperatures in shale reservoirs are unavoidable during deep shale gas extraction. Thermal conductivity is an essential determinant influencing numerous heat-related activities. Nonetheless, comprehending the thermal conductivity of shale is difficult due to its varied mineral compositions, intricate microstructural characteristics, and the absence of direct measurement techniques. This study addresses these problems by utilizing Time-Domain Thermoreflectance (TDTR) technology, which offers accurate measurements of the thermal properties of mineral phases (at micrometer scale) in shale, such as clay and quartz. The test findings indicate that the clay matrix demonstrates a thermal conductivity of 1.98 W/(m·K) parallel to the bedding and 1.65 W/(m·K) perpendicular to it, whereas quartz displays an isotropic value of 6.94 W/(m·K) in both directions. A two-step homogenization methodology has been developed that accurately represents the layering distribution of grains and accounts for the anisotropic behavior of the clay matrix, integrating the Mori-Tanaka method within lamina and series-parallel models within lamina. The precision of this homogenization process is confirmed by further macroscopic measurements utilizing the laser flash technique, exhibiting an error margin of 5 %. Additionally, quantitative study evaluates the influence of four variables on the anisotropy of thermal conductivity by ANOVA. The findings indicate that the anisotropy of thermal conductivity is predominantly influenced by the orientation of the clay matrix.