The 29-year-old goalkeeper was clearly frustrated with himself after a shot from Hornets player Ismaila Sarr bounced awkwardly off the ground and through his hands at Vicarage Road.
Watford went on to double their lead from the penalty spot four minutes later, via club captain Troy Deeney, on what was unfortunately a day to forget for the Reds.
Speaking afterwards, Shaw was quick to show support for De Gea and stated all of the United players will rally around their team-mate to ensure he remains positive.
“Of course, it was a freak goal,” said Luke.
“David has saved us so many times in so many different matches over the years he has been here.