Shaw has started the season well after a torrid couple of season due to injury. His performances have sparked talk of a new contract offer from United, but Collymore believes the 23-year-old should focus on football.
"He should only be concerning himself with getting his head down and playing as much football as possible between now and the end of the season.
"His return to the international scene on Saturday was a bit of a roller-coaster in the end.
"From his world-class through-ball for Marcus Rashford's goal to the little bit of naivety he showed leading to the visitors' equaliser and the worrying head injury which saw him carried off.
"You can forgive him the mistake for the goal as well given the length of time he has been out.
"But he needs to play football now, and at the end of the season he'll know if he's at the right club and playing for the right manager."