A 5  ×  25-Gbaud wavelength-division-multiplexing passive optical network (WDM-PON) employing probabilistic shaping 4-level pulse amplitude modulation (PS-PAM4) with direct detection is proposed and experimentally demonstrated. Each optical carrier at the optical line terminal (OLT) carries a 25-Gbaud PS-PAM4 signal based on Maxwell–Boltzmann distribution. By employing PS-PAM4, the receiver power sensitivity (RPS) and fiber nonlinear effect tolerance of the system can be significantly improved and enhanced compared with the unshaped one, which can provide abundant system loss budget for the legacy optical distribution networks. The experimental results show that, compared with the WDM-PON employing uniform PAM4, the superior RPS of 1.44 dB and the fiber nonlinear effect tolerance improvement of 3.07 dB over 20-km standard single-mode fiber transmission are obtained for the proposed system. In addition, the system performance by introducing a blind adaptive pre-equalization based on the joint applications of constant modulus algorithm and decision-directed least-mean-square error algorithm, which can accurately compensate for the signal high-frequency loss caused by the electro-optical components, such as digital-to-analog converter, optical modulators, and electrical drivers at the OLT, is also experimentally investigated.