The Foxes could not find a way past home goalkeeper Adam Bogdan, although Kasper Schmeichel was equally impressive for the visitors.
Shakespeare said: "We came for the win, because in the Championship it's important that you keep winning to build on the momentum.
"Everyone in that dressing room is a little disappointed but to pick up a point away from home against a good side is always a plus.
"The experts say when you're on top you've got to take your chances. We didn't do that, partly down to their goalkeeper being in terrific form and they came into the game in that second half.
"We were really pleased with our lads tonight because after two games they have shown us that they have the will to win.
"It was back to how we played earlier on in the season and if we keep playing like that we will win games."