While drilling shale, it is common to face serious operational and wellbore stability problems. These problems are related to drilling fluid properties, in- situ stresses and mainly rock properties. To achieve a good understanding of rock behaviour, highest priority must be given to strength and strain determination. However, when dealing with shales, we need also to take into account properties as mineralogy, clay content, water content and porosity. The available materials to conduct a shale property study are drilling cuttings, preserved cores and well logs. The scope of this work includes a review of the existent methods for a complete shale stability study. Finally, some recommendations regarding possible correlation between the appraised methods are presented.