Abstract: Argillaceous limestone facies core samples were drilled from Well Fanye X to reveal the brittleness anisotropy law of shale from the upper Chun submember of the fourth member of Shahejie Formation in the Northern Boxing Subsag of the Jiyang Depression. With the laboratory measured stress–strain curves for rocks as the calibration criterion, a three-dimensional numerical simulation was adopted to calculate and analyze the Poisson’s ratio, Young’s modulus and strength parameters of the cores. Four typical methods were employed to calculate the brittleness index of all cores. Research demonstrates that as the confining pressure increases, the degree of anisotropy of mechanical parameters declines, and the anisotropy of elastic parameters is more sensitive to the variation in confining pressure than that of strength parameters. Therefore, it is recommended to evaluate the anisotropy of core mechanics with elastic parameters. The brittleness index calculation method based on the principle of conservation of energy can objectively evaluate the shale core brittleness. The brittleness index decreases significantly as the confining pressure grows, and it first drops and then rises as the bedding dip increases. In other words, the brittleness index in the direction close to the angle of internal friction is the lowest, while it is relatively higher in the 0° and 90° coring directions. The research results can provide a theoretical basis for evaluating fracturing feasibility in shale oil reservoirs and selecting wells and layers in the Jiyang Depression.