A methodology was developed to experimentally obtain the capillary pressure of different fluids in contact with shales and compare these values with analytical results from individual characterization of fluids and shales. Tests were carried out in a diffusion cell, which allows the simulation of in-situ pressure conditions, the evaluation of physical-chemical interactions between fluids and rocks and the determination of mass transport parameters due to hydraulic and chemical gradients. It is observed that the values of capillary pressure directly obtained in the diffusion cell are inferior to the ones obtained from the capillary pressure equation using the interfacial tension, the contact angle and the pore radius of shales. Thus, it can be concluded that, if a stability analysis considering the capillary pressure of the fluid is carried out, this parameter should be experimentally determined in the diffusion cell. Otherwise, overestimated values can be found.