Shaw scored twice, while Jess Park and Mary Fowler also found the target in a comfortable win for Gareth Taylor's side.
Manchester City were dominant against Leicester City from the first minute and recorded a thumping win in the WSL to extend their impressive start to the season and bounce back from their damaging defeat to Chelsea.
City remain second in the WSL table but this was a morale-boosting victory that was never in doubt from the off.
City had the lead within two minutes, as Khadija Shaw headed home from within the six-yard box after a fine cross from Kerstin Casparij.
Their second came from a similar pattern, but a different flank, as left-back Leila Ouahabi delivered another excellent ball for Shaw to finish and make it 2-0.
Jess Park scored a third early in the second half from range, and Mary Fowler added a fourth with a superb half-volley after a botched Leicester clearance.
Before full-time, Jill Roord went down and required treatment before going off. She was not replaced and City finished the game with 10 players, with her withdrawal seemingly a precaution.
GOAL rates City's players from Manchester City Joie Stadium…
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Khiara Keating (6/10):
Rarely tested. Her clean sheet was never in doubt.
Kerstin Casparij (7/10):
Superb cross for Shaw to head home within two minutes. Never stretched in her own half.
Laia Aleixandri (6/10):
Really didn't have a lot to do in defence. Subbed as Taylor rotated with City home and dry.
Alex Greenwood (6/10):
Elegant in defence, constantly stepping out to sweep up, but she was rarely needed.
Leila Ouahabi (7/10):
Just like Casparij, an exceptional delivery for Shaw to score and never really had to show her defensive ability.
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Jess Park (7/10):
Scored a fantastic goal from range to give City a 3-0 lead. Subbed after an impressively energetic display.
Yui Hasegawa (7/10):
Drove at goal whenever she could. Unlucky not to score. Very good at mucking in defensively too.
Jill Roord (6/10):
Always busy in midfield. Capable of sweeping and driving forward equally well and linked midfield and attack. Limped off after a clash towards the end of the game.
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Aoba Fujino (6/10):
Not as effective as Shaw and Fowler but continually drove at Leicester's backline.
Khadija Shaw (8/10):
Had a brace within 35 minutes, with two striker's finishes from close-range. Unlucky not to complete her hat-trick.
Mary Fowler (7/10):
Fantastic half-volley gave City a 4-0 lead. A constant threat down the flank.
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Laura Blindkilde Brown (6/10):
A second-half introduction at 4-0. Passed the ball well.
Alanna Kennedy (6/10):
Came on at 4-0. The game was won.
Codie Thomas (N/A):
On for Hasegawa late on as Taylor shuffled his pack, along with O'Carroll and Murphy.
Eve O'Carroll (N/A):
On for Ouahabi, making her debut.
Lily Murphy (N/A):
Replaced Shaw.
Gareth Taylor (8/10):
Will have been delighted with City's dominance here and especially the fact that he was able to rotate within the game. City were rampant and never looked in any sort of danger; the Chelsea defeat is a distant memory already.