Pressure (0–10 MPa) and local density dependence of ¹²⁹Xe NMR chemical shift of xenon in various microporous materials was investigated using an in situ high-pressure probe. The density dependence of the chemical shift was analyzed using virial expansion of the chemical shift by xenon density. Results indicate that the second virial coefficient depends on the pore size and shape, and that the void space affects xenon–xenon interaction in both microporous and mesoporous materials. Furthermore, to interpret the magnitude of the virial coefficient in terms of the local structure of the adsorbed xenon, we analyzed the local structure of adsorbed xenon in molecular sieve 5A using Xe_n clusters, thereby allowing description of the density dependence of the chemical shift. We also demonstrated the cluster model’s validity by applying it to molecular sieves 13X and ZSM-5. The latter showed that the adsorbed xenon exists as a xenon monomer up to the filling of about 0.6 in micropores. Larger xenon clusters up to n = 4 have been grown with increasing filling of xenon. According to analyses using the Xe_n cluster model, the second virial coefficient is related closely with the xenon cluster size, which contributes greatly to the chemical shift in the low loading region.