Many rumours suggested that Mourinho wanted Shaw to leave the club, with vice-chairman Ed Woodward blocking any sale.
However, Shaw said in a press conference with the England national team that his manager had full faith in him.
Shaw said: "He [Mourinho] put his trust in me at the start of the season. I think at times if he didn't trust me it would've been easy for him to say he wanted to sell me.
"I think he always believed in me and I always believed in myself and just needed to get back to what I needed to do. He's played a big part but I've done a lot too to get back into his team and earn his trust back."