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Investigating the adsorption characteristics of CO2, N2 and CH4 on kaolinite clay is beneficial for enhanced shale gas recovery by gas injection. In this paper, the experiments of CO2, N2 and CH4 adsorption at 288 K, 308 K and 328 K on kaolinite clay were conducted, and the thermodynamics analysis of adsorption of three gases was performed. The findings reveal that the order of the uptakes of three gases on kaolinite clay is as follows: N2 < CH4 < CO2. Reducing temperature enlarges the separation coefficients of CO2 over CH4 (αCO2/CH4), CO2 over N2 (αCO2/N2), and CH4 over N2 (αCH4/N2). The value of αCO2/CH4 greater than one validates that CO2 is capable to directly replace the pre-adsorbed CH4. The spontaneity of CO2 adsorption is the highest, while N2 has the lowest adsorption spontaneity. Injecting N2 into gas-bearing reservoir can cause CH4 desorption by lowering the spontaneity of CH4 adsorption. Adsorbed CO2 molecules form a most ordered rearrangement on kaolinite surface. The decrease rate of entropy loss for N2 adsorption is higher than those for CO2 and CH4 adsorption.