The series of methyl halides, CH₃X (X = F, Cl, Br, and I), is prototypic for demonstrating the s.c. normal halogen dependence of light-atom nuclear magnetic resonance shielding constants in the presence of halogen atoms of varying electronegativity. We report a systematic experimental and first-principles theoretical study of the ¹³C and ¹H shielding tensors in this series. The experimental shielding constants were obtained from gas-phase NMR experiments and the anisotropies were determined using liquid crystal NMR spectroscopy. After taking into account rovibrational effects and solute–solvent interactions, this provided the currently best experimental estimates for the full shielding tensors. Quantum chemical calculations were carried out at ab initio and density functional theory levels, involving relativistic corrections taken into account at the leading-order Breit-Pauli perturbation level. Anharmonic and harmonic vibrational corrections were performed. The main trends of the shielding constants and anisotropies of the nearby light ¹³C and ¹H nuclei as functions of the halogen mass, were confirmed to be mainly due to relativistic spin–orbit effects. For carbon, also the scalar relativistic effects are important for quantitative results. Thermal averaging at 300 K decreases the magnitude of all the parameters but exhibits partial cancellation between the nonrelativistic and smaller relativistic rovibrational averages. For the shielding anisotropy, the relativistic terms add to the negative rovibrational effect. Overall, the current experimental and theoretical results are in excellent agreement for all the shielding parameters, setting a standard for further investigations of normal halogen dependence.