Slick-water fracturing is the most routine form of well stimulation in shales; however N2, LPG and CO2 have all been used as “exotic” stimulants in various hydrocarbon reservoirs. We explore the use of these gases as stimulants on Green River shale to compare the form and behavior of fractures in shale driven by different gas compositions and states and indexed by breakdown pressure and the resulting morphology of the fracture networks. Fracturing is completed on cylindrical samples containing a single blind axial borehole under simple triaxial conditions with confining pressure ranging from 10 to 25 MPa and axial stress ranging from 0 to 35 MPa (σ1 > σ2 = σ3). Results show that: (1) under the same stress conditions, CO2 returns the highest breakdown pressure, followed by N2, and with H2O exhibiting the lowest breakdown pressure; (2) CO2 fracturing, compared to other fracturing fluids, creates nominally the most complex fracturing patterns as well as the roughest fracture surface and with the greatest apparent local damage followed by H2O and then N2; (3) under conditions of constant injection rate, the CO2 pressure build-up record exhibits condensation between ~5 and 7 MPa and transits from gas to liquid through a mixed-phase region rather than directly to liquid as for H2O and N2 which do not; (4) there is a positive correlation between minimum principal stress and breakdown pressure for failure both by transverse fracturing (σ3axial) and by longitudinal fracturing (σ3radial) for each fracturing fluid with CO2 having the highest correlation coefficient/slope and lowest for H2O. We explain these results in terms of a mechanistic understanding of breakdown, and through correlations with the specific properties of the stimulating fluids.