Shaw has implored United to find some consistency in their game, with the defeat to the Hornets dropping them to eighth on the Premier League table.
"We need to be better and we know we need to be better," Shaw told manutd.com.
"The wins against Spurs and City were great but now they seem pointless with the last two results we've had, because we need to be beating the teams below us as well. We haven't done that.
"We will work on the training pitch and hopefully have a good Boxing Day."