Understanding methane adsorption kinetic is of great significance for reserve evaluation and gas production forecast. In order to investigate the kinetic behavior of shale-gas adsorption on shale, multiple-step high-pressure adsorption kinetic experiments are conducted using the volumetric method. We analyze the kinetic characteristics of methane adsorption on Longmaxi shale at nine different pressures. The results show that the adsorption amount increases quickly in the initial time and slowly in the late period, and becomes constant at last. The pressure decreases fast at the beginning and slowly at late, and reaches stable finally. Moreover, we fit the experimental data using Pseudo-first-order (PFO) model, Pseudo-second-order (PSO) model, and Bangham model. To optimize the kinetic model, we calculated and compared correlation coefficients of models and average relative errors between experimental data and calculation, and analyzed the effect of equilibrium pressure on the adsorption rate constant of three models. The results show that the averages of correlation coefficients for nine equilibrium pressure points using three kinetic models (PFO, PSO, and Bangham) respectively, are 0.9766, 0.9999, and 0.9483. Furthermore, the averages of average relative errors for nine equilibrium pressure points using three kinetic models are 49.37%, 3.54%, and 0.49%, respectively. Bangham kinetic model is most suitable for describing the adsorption kinetic of methane on shale in terms of the correlation coefficients, averages of average relative errors, and the trends between the fitting curve and experimental data. This will be very helpful for understanding the adsorption mechanism of shale gas in the Longmaxi formation and forecasting the shale-gas-well production rate.