In what was a back and forth encounter in North London, Erik ten Hag's men took the lead early on through Marcus Rashford, before Eddie Nketiah levelled proceedings shortly after.
Bukayo Saka then handed the Gunners an early second-half advantage, before Lisandro Martinez scored his first goal for the club to square things up at 2-2.
Nketiah's second goal of the game just moments before full-time would however prove to be pivotal, with Shaw highlighting the Gunners' relentless nature.
''You have to give them credit for what they have done this season,'' began Shaw, speaking to Sky Sports post-match.