The iconic Swedish striker, currently of AC Milan, signed for the Red Devils on a free transfer in the summer of 2016. He played at Old Trafford until March 2018, scoring 29 times in 53 appearances.
"He was mad. I think he was what we needed in the dressing room," Shaw said on Twitch.
"He's unbelievable, he still had the talent and even though he was a bit older he was still the amazing player that he had been.
"But I think inside the dressing room he was great. He had a lot of jokes but I think when it got serious, and when he had to sort of put his foot down, you knew about it.
"I think he was a born winner. Even in little training games, if he didn't win and you were on his team he would absolutely kill you.
"So I think he got the best out of everyone when he was there, as in training-wise, because people couldn't sort of [slack] off because if you're on his team and you lose, you're dead.
"And honestly you can ask anyone in the team, that was the situation. But I think everyone loved him and it was just disappointing that he got that bad injury."