An experimental study was performed to investigate the effect of subcritical carbon dioxide (CO₂) adsorption on mechanical properties of shales with different coring directions. Uniaxial compressive strength (UCS) tests were conducted on shale samples with different CO₂ adsorption time at a pressure of 7 MPa and a temperature of 40 °C. The crack propagation and the failure mechanism of shale samples were recorded by using acoustic emission (AE) sensors together with ARAMIS technology. According to the results, samples with parallel and normal bedding angles present reductions of 26.7% and 3.0% in UCS, 30.7% and 36.7% in Young’s modulus after 10 days’ adsorption of CO₂, and 30.3% and 18.4% in UCS, 13.8% and 22.6% in Young’s modulus after 20 days’ adsorption of CO₂. Samples with a normal bedding angle presented higher brittleness index than that with a parallel bedding angle. The strain distributions show that longer CO₂ adsorption will cause higher axial strains and lateral strains. The AE results show that samples with a parallel angle have higher AE energy release than the samples with a normal angle. Finally, samples with longer CO₂ adsorption times present higher cumulative AE energy release.