This paper critically reviews methods applied in forecasting production of unconventional gas plays. The review focuses on methodologies suitable for shale gas plays, methodological ability to account for parameter and data uncertainty, as well as suitability for appraising undeveloped shale gas plays. The production analysis and forecast methods reviewed include empirical/decline curves, type curves and analytical/numerical methods applicable to unconventional gas production analysis and forecast. The review shows that most of the studies focus on developed shale gas plays, neither account for shale gas well reservoir heterogeneity nor account for below ground uncertainties-such as reservoir and source rock properties. This study concludes that significant research is needed to address the identified limitations of existing studies.