The invention discloses a method for evaluating compressibility of a shale gas reservoir. The method sequentially comprises the following steps of (1) calculating a shale brittleness index Brit, (2), calculating a shale fracture toughness index Kn, (3), calculating a natural weak plane opening facility index Pn, (4), calculating a natural weak plane penetrated index Cn, (5), introducing a complex seam net probability index Fcf and a transforming volume probability index Fsrv, and determining a reservoir compressibility index FI, (6), according to the size of the reservoir compressibility index FI, evaluating the compressibility of a block shale reservoir. According to the method, various compressibility influence factors are considered, and particularly on the basis of a seam net forming mechanism, the influence of the natural weak plane is fully considered; the shortcomings of an existing evaluation method are overcome, and logging data are utilized for calculating brittleness and breaking toughness of the shale gas reservoir; and the dependency on experimental data is reduced. The method is used for evaluating the reservoir quality of a fractured well, has feasibility and accuracy and provides a new decision making method for facture well selecting and layer selecting of the shale gas reservoir.