Saints dominated possession in Saturday's SPL clash at McDiarmid Park and they had goalmouth opportunities throughout, coming closest when striker Peter MacDonald struck the bar with a second-half header.
MacDonald also had a penalty claim waved away after tangling with Kilmarnock keeper Anssi Jaakkola.
However, a combination of wayward finishing and a string of saves from Jaakkola kept the home side at bay to hand Shiels a point in his first game in charge since Mixu Paatelainen's defection to the Finnish national job.
Shiels would have wanted more in his aim of showing he deserves to take the post on a permanent basis.
The Northern Irishman was afforded a warm welcome by the travelling support but watched his team turn in a strangely lacklustre performance.
There was almost a disastrous start for the Rugby Park men - and Shiels - as they came close to going behind after just 12 seconds.
Danny Grainger's long diagonal ball into the box found Collin Samuel on the right side of the area but, when he hooked his shot over the hesitant Jaakkola, Frazer Wright was on hand to head the net-bound effort away.
It was a dangerously slow start from the visitors and MacDonald might have made them pay in the fourth minute but could not direct his free header from Grainger's inswinging free-kick on target.
A Liam Craig volley went straight into the chest of Jaakkola a minute later was an indication of St Johnstone's dominance and Jaakkola was forced to tip away a Dave Mackay free-kick with only 13 minutes gone after a brief flurry of Kilmarnock possession.
Although the Rugby Park side began to assert their passing game on the match, it was all one-way traffic in terms of the game's chances.
Jaakkola was called into action yet again in the 24th minute as he dived full length to tip away a 20-yard drive from Danny Invincibile and only moments later Samuel dipped a long-range effort narrowly over the target.
Kilmarnock finally threatened in the 27th minute as playmaker Alexei Eremenko at last exerted his influence on the match.
The Finn played in William Gros with a one-two on the right edge of the box but the French youngster's drive across the target was pushed away by Saints keeper Peter Enckleman at full stretch.
Killie awoke from their slumber a minute after the break and could have taken the lead against the run of play.
Skipper Craig Bryson sparked a break which allowed Gros to power away from the Saints defence but the former Le Havre youngster screwed his shot across the goal and wide from 20 yards out.
There was a moment of controversy at the other end in the 53rd minute.
Jaakkola spilled Samuel's volley and, in trying to retrieve the loose ball, tangled with MacDonald.
However, despite loud claims from the home side, referee Stephen Finnie was unimpressed and waved play on.
Spurred on by a feeling of injustice, Saints came within a whisker of the breakthrough in the 68th minute.
Murray Davidson's cross from the right saw MacDonald rising highest but the diminutive marksman's header crashed down off the crossbar before being hacked to safety.
St Johnstone handed new signing Jordan Robertson his debut in the 71st minute and the Englishman almost made an immediate impact as he shrugged off Wright before spinning his shot wide of the target from eight yards out.
Chris Millar then speared in a 20-yard drive which Jaakkola needed two attempts to gather as the home side continued to dominate both possession and chances.
They were presented with yet another with 12 minutes remaining as Dave Mackay's corner fell to Michael Duberry 12 yards out.
But the former Chelsea player betrayed his defensive status by lifting his effort over the bar when he should have hit the target.
The final chance again fell to St Johnstone but Davidson's header from Millar's cutback was blocked at point-blank range by a combination of Jaakkola and the defenders in front of him.