Methane adsorption and desorption in shale can significantly be affected by water due to the water-bearing depositional environment of shale and the application of hydraulic fracturing technology in shale gas production. The characteristics of shale gas adsorption and desorption are comprehensively affected by the temperature, pressure, and especially, the water content in the reservoir. To further explore the impact of water on shale gas adsorption and desorption, the adsorption-desorption experiments of methane in water-bearing shale at different temperatures and different pressures are performed. Afterward, the adsorption behavior and desorption hysteresis are characterized by employing the Langmuir model and Langmuir+ $\lambda$ model. Finally, the ways of the pressure, temperature, and water combinedly affect shale gas adsorption behavior and desorption hysteresis are analyzed. The results show that adsorption and desorption of methane in the water-bearing shale are irreversible, which are consistent with the Langmuir model and the Langmuir+ $\lambda$ model, respectively. An increase in temperature will reduce adsorption and promote desorption, as an increase in temperature essentially enhances the thermal movement of methane molecules. Water lowers the adsorption and desorption of methane in shale, as the water molecules occupy the adsorption sites in organic pores and clay mineral pores in different ways. However, the effect of temperature and water content on adsorption is closely related to the pressure. The lower the pressure, the more significant the effect of temperature and water content. The combined effect analysis demonstrates that the impact of water on methane adsorption in shale is much more significant than that of the temperature. Still, desorption is simultaneously affected by both temperature and water content. As the pressure decreases in the desorption process, the desorption rate is dominantly affected by water when the pressure is lower than 8 MPa, and the desorption rate is aggressively affected by temperature when the pressure is at above 8 MPa.