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The effects of CO2 and CO2-based fluids imbibition on the mechanical properties of shale are of great importance in Sc-CO2 enhanced shale gas production and geological sequestration of CO2 in shale gas reservoirs. To investigate the influence of sub-CO2, Sc-CO2, sub-CO2–water, Sc-CO2–water, sub-CO2–Nacl, and Sc-CO2–Nacl imbibitions on shale strength, a series of triaxial compression tests is performed. A statistical damage constitutive model of shale after CO2, CO2–water, and CO2–NaCl saturation is applied to present the stress–strain relationships of shale under different immersion conditions. The results show that, after CO2, CO2–water, and CO2–NaCl imbibitions, the axial stress, Young's modulus, and axial strain are changed due to the physical and chemical reactions between shale and soaking fluids. The mechanical properties of shale display the largest variations after sub-CO2–water and Sc-CO2–water imbibitions. The variations in mechanical properties of shale resulted from precipitation of NaCl crystals under the sub-CO2–NaCl and Sc-CO2–NaCl immersion conditions are smaller than those of shale under the sub-CO2–water and Sc-CO2–water immersion conditions. Pure CO2 saturation has the smallest effect on shale's mechanical properties among the three kinds of fluids. For the same kind of fluids, CO2 at a supercritical state shows larger effect on shale than the subcritical state. In addition, shale samples after immersion show a mixed tensile-shear failure mode. The cohesion force of shale is increased after sub-CO2 and Sc-CO2 saturation, whereas it is decreased after CO2–water and CO2–NaCl saturation. A reduction of the internal friction angles is observed for all of the soaked shale samples. Because of the anisotropy of shale samples, the actual failure angle is larger than the failure angle calculated by the Mohr–Coulomb criterion. The statistical damage constitutive equations of shale under different soaking conditions can well describe the stress–strain relationship of shale under different confining pressures. The variations of two parameters (F0 and m) in the statistical damage constitutive model well reflect the brittleness and strength of shale samples with different soaking conditions. Highlights: Influences of CO2 and CO2-based fluids imbibition on mechanical properties of shales were evaluated through triaxial compression tests. The stress–strain relationships of shale under different immersion conditions were analyzed. A statistical damage constitutive model of shale after CO2, CO2-water, and CO2-NaCl saturation was established. [ABSTRACT FROM AUTHOR]