The study of rock mass heterogeneity is an important content in the field of geological resources and geological engineering, it is of great significance for reasonable development and utilization of underground space and mineral energy. To accurately evaluate the heterogeneity of shale reservoirs in real-time, Drilling Process Monitoring (DPM) was conducted on the continental shale of Yanchang Formation in the Tongchuan area, Ordos Basin. Four parameters, including drill bit speed, drill rod forward pressure, drill rod withdrawal pressure, and powerhead position were monitored. The DPM drilling rate parameter is used to characterize the heterogeneity of shale rock mass from multi-scales. The correlation analysis and regression analysis results show a closely correlation between the DPM drilling rate and rock drillability, rock mass integrity. Specifically, at the reservoir scale, DPM drilling rate varies with different lithology of the reservoir, and it can quantitatively evaluate rock drillability. At core scale, the change of DPM drilling rate reflects core integrity. However, the drilling rate at a complete core ≤ 100 mm cannot effectively reflect the change of lamina lithology. Furthermore, at laminar scale, the deformation curve during the drilling process of shale laminas > 100 mm can be well linearly correlated. The deformation curve of laminas with less than 10 mm thickness cannot be well correlated as linear line. The research results have important guiding significance for the correct understanding of classification and application of DPM to rock mass heterogeneity.