Shechter joined on a season-long loan deal from Kaiserslautern last August, and made 19 appearances for the Swans under Michael Laudrup.
Unfortunately, the Israel international could only find the net on one occasion as Swansea beat Wigan in May, but he still thanked the club for allowing him the opportunity to win a trophy at Wembley.
"Since the day I arrived, I have been treated so well. It helps you settle so much better when you arrive at a new club like this," Shechter told swanseacity.net
"I've enjoyed being part of this squad. We won the cup, finished ninth in the Premier League - it has been an amazing season.
"It was great for me to be part of the lap of honour too. It was a special day. I wanted to show respect to the supporters because they have been behind the team - and myself - all season, no matter what the result.
"If we win, draw or lose - it doesn't matter because they always make so much noise and get behind the team.
"The season has been amazing for the club and the fans, and I have had an amazing time at Swansea too."