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The positive- and negative-ion electrospray ionization (ESI) coupled with Fourier transform-ion cyclotron resonance mass spectrometry (FT-ICR MS) was employed to identify the chemical composition of heteroatomic compounds in four distillates of Fushun shale oil, and their catalytic cracking performance was investigated. There are nine classes of basic nitrogen compounds (BNCs) and eleven classes of non-basic heteroatomic compounds (NBHCs) in the different distillates. The dominant BNCs are mainly basic N1 class species. The dominant NBHCs are mainly acidic O2 and O1 class species in the 300–350 °C, 350–400 °C, and 400–450 °C distillates, while the neutral N1, N1O1 and N2 compounds become relatively abundant in the > 450 °C fraction. The basic N1 compounds and acidic O1 and O2 compounds are separated into different distillates by the degree of alkylation (different carbon number) but not by aromaticity (different double-bond equivalent values). The basic N1O1 and N2 class species and neutral N1 and N2 class species are separated into different distillates by the degrees of both alkylation and aromaticity. After the catalytic cracking of Fushun shale oil, the classes of BNCs in the liquid products remain unchanged, while the classes and relative abundances of NBHCs vary significantly.