Saints boss Mauricio Pochettino at least sounded hopeful that the injury wasn't a serious ligament problem which could keep Shaw out for months rather than days or weeks.
"In principle it is his knee but we still need to know what the doctors will say," said the Saints boss.
"He has a problem in his ligament but we need to see what the doctor's diagnose.
"We will have to see. He had to leave the stadium and the pitch and hopefully the problem is not as big as it looked and he will be ok."
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