The Sky Blues are still looking for their first win in League One after Max Clayton's goal at Gresty Road gave the hosts a 1-0 win.
City should have taken something from the game. Carl Baker blew their best opportunity when Kelvin Mellor's poor clearance fell to the midfielder six yards out. He had all the time in the world to pick his spot but somehow headed over the crossbar.
"There wasn't much in it but it was a poor goal to concede and I was really disappointed with our defending for it," said Shaw. "We need to be stronger, maintain focus for 90 minutes and not switch off if we are to have any aspirations of doing well in this league.
"We made some changes at half-time and had a real go at them and felt we deserved something from the game, but we need more quality in the final third and more concentration at the back.
"Carl should have scored and he held his hands up at half-time. Goals change games and that was a big miss. Crewe scored theirs we didn't and that is why we lost the game."