Understanding the micro-occurrence mechanism of tight oil has long been a daunting challenge in the exploration and development of unconventional resources. This article discusses the micro-occurrence mechanism of tight oil through continuous extraction by combining thin casting, fluorescent thin sections, environmental scanning electron microscope observations, physical property testing, and X-ray diffraction experiments. The results indicated that in the tight sandstone of the Chang 8 Formation in the Ordos Basin, the average tight oil content was 35.46% for microscale pores, 35.74% for nanoscale pores, and 28.79% for mineral surfaces. Six types of micro-occurrence states of tight oil were identified: emulsion, cluster, throat, star-like, isolation, and thin film forms. Although clay minerals and heavy components dominate the adsorption of tight oil on mineral surfaces, micro-occurrence is fundamentally an oil−rock interaction process. Hence, oil−rock interactions and occurrence states were combined in this study to identify tight oil’s micro-occurrence mechanism. The van der Waals forces of attraction between asphaltene molecules and a mineral surface play a critical role, and minerals with hydroxyl groups can also combine with carboxyl and hydroxyl groups present in tight oil. As a consequence of the adsorption of heavy components by minerals, tight oil components remain in microscale and nanoscale pores with a higher saturation, increased aromatic hydrocarbon content, and greater fluidity. The heterogeneity of the components due to adsorption influences the physical properties and mineralization framework of tight oil reservoirs. These findings suggest that tight oil occurrence results from the coupling of microscopic occurrence and component heterogeneity in microscale and nanoscale pores.