Extraction of shale gas from shale reservoirs is significantly affected by shale wettability. Recently, thermal recovery technologies (e.g., combustion) have been tested for shale gas recovery. This requires an understanding of the wettability change mechanism for thermally treated shale samples. In this study, the effect of combustion on shale wettability was investigated. Shale samples were first processed to obtain smooth surfaces and then combusted at temperatures of 200, 400, and 800 °C. The initial contact angles and dynamic behavior of water droplets on shale surfaces were recorded using the sessile drop method. It was found that pores and fractures were generated on the shale surfaces following high-temperature combustion. The pore volume and diameter increased with increasing combustion temperature, which improved the connectivity of hydrophilic pore networks. Compared to a raw shale sample, the shale sample combusted at 400 °C showed a smaller initial water contact angle and a more rapid decrease in the contact angle because of the oxidation of organic matter and generation of pore structures. Water droplets were found to completely spread over the surface of the shale sample combusted at 800 °C because of the generation of fractures. Moreover, the van der Waals potential between water droplets and combusted shale samples was determined to be stronger. However, the initial contact angle and dynamic behavior of water droplets did not show a significant change for the shale sample combusted at 200 °C. As a result, high-temperature combustion (≥400 °C) can be used to significantly improve the hydrophilicity of shale.