After the Tigers' enthralling 2-2 draw with champions Cardiff, McShane and his team-mates turned their focus to Vicarage Road where victory for Watford against Leeds would have relegated Hull to third.
"I thought we were done," said McShane.
"I was getting my head around the play-offs because somebody on the pitch said it was 2-1 to Watford so I was devestated, but just trying to get my head around it."
There was plenty for McShane to comprehend. Four second-half goals - one of which he scored - a red card, two penalties and a premature pitch invasion had taken McShane on an "emotional rollercoaster".
A first-half injury to Watford goalkeeper Jonathan Bond meant their game was running 16 minutes behind Hull's clash so Steve Bruce's squad were huddled around televisions, slumped against corridor walls or simply trying to avoid it all in the toilets during an anxious wait.
One Hornets strike would have sent them up to the Premier League at Hull's expense, yet it was Ross McCormack who would get the final goal to give Leeds a 2-1 win and prompt jubilant scenes back in East Yorkshire.
McShane, who compared the astonishing closing stages to Manchester City's last-gasp title win a year ago, added: "I just tried to keep level-headed because I didn't want to start celebrating then we're in the play-offs.
"Watching the game in the tunnel was surreal, really like a bit of a dreamland."The game finished 2-1 to Leeds and people went wild. The crowd out on the pitch there...amazing stuff."