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As an important type of (non-structural) fracture, diagenetic shrinkage fractures of shale play an important role in the storage, seepage, and, in particular, the fracturing production of shale oil and gas. However, there are few studies on this type of fracture. Based on the similarities between desiccation cracks in clayed soil and diagenetic shrinkage macro-fractures in shale (DSMFS), we performed an analogous study on the influence of four factors on DSMFS via experiments using shale core powder. The studies showed that the greater the thickness, the later the time of fracture initiation (TFI) and the higher the critical water content (CWC) of fracture initiation. Additionally, the greater the average fracture length, width, and fracture ratio, the lower the surface density of the fractures. Samples with different water salinities have similar TFIs and CWCs. As water salinity increases, the width, length, and fracture ratio of the DSMFS tend to slightly decrease, and surface density marginally increases. The high content of clay minerals exerts a tremendous influence on the DSMFS. Higher clay minerals result in later TFI and a higher CWC; the fracture length and fracture ratio increase, and in particular, the width increases sharply, whereas the surface density decreases. The influence degrees of each clay mineral are montmorillonite, chlorite, kaolinite, and illite from big to small. With a higher temperature, the TFI, length, width, and fracture ratio decrease; however, the CWC and surface density increase. Therefore, we observed the largest influence of clay mineral content and composition on the DSMFS, followed by the effect of thickness and temperature, whereas water salinity influenced the DSMFS the least. The DSMFS generally has four developmental stages: formation of the main fractures, formation of the sub-fractures, a stabilization, and a fixed stage.