De Gea fumbled Ismaila Sarr's effort into the net on 50 minutes in the 2-0 reverse.
The ball bounced off the turf and slipped through de Gea's fingers, rebounding off the post, back onto his head, and into the net.
"Of course, it was a freak goal," Shaw told the club's website.
"David has saved us so many times in so many different matches over the years he has been here. There is no way you can point any blame at him at all.
"He is a world-class goalkeeper and I am sure he will pick himself up.
"I am sure all of the lads will be around him. David is David. He is always happy so hopefully he can stay happy and focus on the game on Boxing Day."