CH4 and C2H6 are occupying components in shale gas. Determination of adsorption/desorption isotherms of CH4 and C2H6 on shale samples is significant for estimating the storage of shale resources in shale reservoirs. In this study, the thermogravimetric method is used to obtain the excess adsorption/desorption of CH4 and C2H6 on two typical shale samples. Simplified local density theory/Peng-Robinson equation of state (SLD-PR EOS) model is then applied to calculate the adsorbed density of CH4 and C2H6 on both shale samples, which is then applied to convert the measured excess adsorption into absolute adsorption values. Results show that C2H6 presents higher adsorption capacity than CH4 on shale samples, indicating the more affinity of C2H6 to the organic shale. Based on the predicted results from the SLD-PR EOS model, a reasonable agreement has been achieved with the measured adsorption isotherms, indicating the accuracy of the SLD-PR EOS model for predicting adsorption of CH4 and C2H6 on shale samples. In addition, the calculated adsorbed density of CH4 and C2H6 is a function of temperature and pressure, which agrees well with the results from the molecular simulations. The obtained absolute adsorption is always higher than the measured excess adsorption, emphasizing the importance of determination of adsorbed density in predicting the absolute adsorption of CH4 and C2H6 on shale. This study compares the adsorption/desorption behaviors of CH4 and C2H6 on typical shale samples, and more importantly, we propose a more efficient method, i.e., the SLD-PR EOS model, to calculate the absolute adsorption of CH4 and C2H6 on shale samples.