The Frenchman scored a double in the 3-0 victory.
"It was extremely difficult in the first half," Shaw told BT Sport. "We didn't start bright. The pitch was difficult but we got to grips with it. Paul Pogba came up with a bit of magic for the first goal and that calmed us down a bit.
"He gets some stick sometimes but we know what quality he has. For me, he is one of the best in the world. He is important as captain. He shows on the pitch what kind of leader he is. Hopefully he can carry that on.