Due to particular reservoir conditions and seepage characteristics, decreasing curve of shale gas well is different from that of conventional gas reservoirs and the conventional method Arps used for analyzing the production decline is no longer applicable as its actual decline index is always more than 1. Analyzed are typical production curves of single wells in main shale gas fields in America and described is the particularity of the production decline law. Compared are advantages and disadvantages of various production decline law analysis methods, analyzed are actual data obtained from shale gas well fracturing, selected are such 5 production decline law analysis methods as Blasingame, Fetkovich, AG, FMB and NPI and introduced are basic principles and application conditions of these methods. Adopted is the production decline analysis software RTA to establish shale gas well fracturing model, entered are relative shale gas reservoir parameters and used are these methods to fit respectively with actual production and bottom-hole flowing pressure data to get respective forecast results and check the results with each other. Results show that these methods are similar and combination of these methods can improve accuracy, reduce human errors as far as possible and predict shale gas well production effectively.