Geomechanical properties are of high relevance in the design and optimization of hydraulic fracturing required for production from shale gas reservoirs. Experimental techniques that are utilized in the evaluation of geomechanical properties for shale gas reservoirs are still lacking in fundamental knowledge. This Paper presented a comprehensive review on the various experimental techniques and their applications in geomechanical properties evaluations. The limitations of these techniques were identified, comparative analyses were conducted on experimental findings and geomechanical parameters, and recommendations made for improved geomechanical evaluations. This review will increase fundamental knowledge and guide future experimentally-based geomechanical studies on shale gas reservoirs. © 2019 Elsevier B.V.