The Ewood Park outfit have drafted in 11 fresh faces this summer, but are aware of the need to comply with new Financial Fair Play regulations.
They are prepared to move players on in order to trim their wage bill, with it having been suggested that some of the more senior stars in their ranks may be allowed to leave on free transfers.
Shaw is, however, adamant that the club will do all they can to keep the likes of Jordan Rhodes and Scott Dann on their books.
He told the Lancashire Telegraph: "The owners certainly don't want to sell any of our better players. But it isn't always a case of what you want to do.
"If a big club comes in for one of your players and they want to go to the Premier League, sometimes it's very difficult to stop that happening, whether it's a money decision or not.
"Players want to play at the highest level and you've seen that with Gareth Bale and Luis Suarez. It's not just at Blackburn Rovers, it's at all clubs."
With Rovers looking to piece together a side capable of pushing for promotion out of the Championship, Shaw admits they are exploring all avenues in the transfer market.
He added: "We've been having a look at it in the last couple of days. If it's an option for us that we can bring somebody in, then we'll look to do it."