Shaw was lambasted by Keane last weekend after their derby defeat at Manchester City.
Keane said: "I think Shaw has been getting away with murder for years at United. Always injured, never quite fit and we make excuses for him. Then he gets a few games under his belt and he’s making decisions like he doesn’t want to tackle people."
The blast reached Shaw during the week, who said his piece after impressing on Saturday.
Shaw said: "Of course it hurts. He's got a lot of experience. He was one of the best captains ever for Man United.
"Sometimes you just have to take it on the chin. I think criticism is part of being a football player. I listen to it. But for me, I think he was right. I think that last week, I wasn't at my level at all.
"I don't need Roy Keane to tell me. After the game, I knew that. The most important thing is knowing how good I can be. The manager knows that. I think the managers who I played with in the past know that. I'm always in the team and I'm always playing, so there must be something that the managers believe in.
"I'm not getting any younger now and I need to be consistent. I've had a lot of ups and downs, but for me now, it's about keeping that consistency at a high level. Because I know I can do that.
"I think that's why last week hurt me a lot, because that's not my level. And I think the criticism is what people understand. But like I said, I take it on the chin and listen to it and move on."