Abstract: Sub-micron pores and their oil-bearing properties are important information for the exploration and development of shale oil. For effective observation on oil-bearing properties of sub-micron pores by laser scanning confocal microscopy, prefilter allocation of main light splitter and detector in laser scanning confocal microscopy was modified in order to conduct combined scanning of reflected light and fluorescent light well, eliminate fluorescence interference from the minerals, and then accomplish accurate observation on sub-micron pores and their oil-bearing properties. This method was applied in the study on Lucaogou Formation shale oil in the Jimsar Sag, Junggar Basin. Most of shale oil occurred in irregular, patchy and star forms. The organic matter maturity of this shale (R_o) was in the range of 0.6%-1.1% and roughly 0.9% in average. However, the distribution of light and heavy components was significantly heterogeneous and controlled by the maturity incompletely. In some positions, both light component content and its ratio with heavy component content were high, while there were mainly heavy components in the places with approximate maturity or in adjacent high places. Hydrocarbon migration in shale sequences is also a crucial controlling factor. The observation on light and heavy components in the shale and the study on their distribution regularities are critical for the exploration and development of shale oil. New technology of laser scanning confocal microscopy could act as an important observation measure.