'No days off' as Manchester United eye more silverware
Erik ten Hag's side beat Newcastle 2-0 in the League Cup final on Sunday, signalling the club's return to prominence after a long period of underachievement.
Shaw played a key role in the Wembley triumph, delivering the pin-point free-kick that Casemiro headed home to put United in front.
But there has been little time for the United defender and his team-mates to recover from their hard-fought win and the subsequent celebrations.
With an FA Cup fifth round tie against West Ham looming at Old Trafford on Wednesday, Ten Hag's men were back in training just 19 hours after lifting the League Cup.
They flew from Luton back to Manchester, landing at 2330 GMT on Sunday, before training early on Monday afternoon at their Carrington base.
After enduring United's longest trophy drought for 40 years, Shaw insisted the squad are happy to endure such a hectic schedule because they are relishing their long overdue success.
"Of course the game is really big on Wednesday. It's a competition that we want to look to win. I think that's why we're in today. There's no days off," Shaw said.
"There weren't really many celebrations last night, so I think full focus after that was just to make sure that we come in today and prepare for that game.
"Like I said, it's a competition we want to stay involved in."
After finishing a dismal sixth in the Premier League last season, United have been transformed by Ten Hag, with the potential for further silverware this season.
As well as their FA Cup tie, United face Real Betis in the Europa League last 16 in March and sit third in the Premier League.
Ten Hag and his players were joined in the Wembley dressing room celebrations by co-owner Avram Glazer and the club's legendary former boss Alex Ferguson.
Shaw wants more of that feeling, telling Sky Sports: "In the changing room and stuff it was a nice feeling to get our first one all together.
"I think getting a little bit of a taste of that we want more and that's our aim for the rest of the season.
"We all love working under the manager and we all believe in what he wants us to do. We're really enjoying our football at the moment, so hopefully that can continue."