Enhanced-oil-recovery techniques by gas injection in shale reservoirs have been introduced and investigated. Laboratory and simulation works have shown good results for enhanced shale oil recovery, but one problem with gas injection is asphaltene precipitation and deposition. Damage due to asphaltene precipitation and deposition in conventional reservoirs has been reported in the literature. In shale reservoirs, pore and throat sizes are much smaller than in conventional reservoirs. Thus, large asphaltene aggregates may cause more serious problems in shale reservoirs. This experimental study used a nanofiltration technique to investigate the size of asphaltene aggregates precipitated during CO2 and CH4 injection in a shale oil sample. Nano membranes of 200nm, 100nm and 30nm were used to filtrate oil samples injected with different mole fractions of CO2 and CH4 gas. The distribution of asphaltene aggregates' size at different injected CO2 and CH4 concentrations were obtained and compared with the pore size distribution data of shale cores measured by mercury intrusion porosimeters. Results showed that a higher injected CO2 and CH4 concentration caused more asphaltene precipitation and growth in asphaltene aggregates' size. The precipitated asphaltene particle size was large enough to cause a pore-blocking problem in tested shale cores.