Jose Mourinho decided to include the Spaniard despite him returning to his homeland on compassionate leave on Thursday following the death of his grandfather.
He didn’t travel with his team-mates to their hotel in London yesterday afternoon but did link up with them later in the evening.
The former Sutton United goalkeeper was catapulted into the headlines at the start of the week after being caught eating a pie in the dugout during the club’s FA Cup glamour tie against Arsenal.
After the betting fix storm and intense spotlight being shone on him, Shaw probably just fancied a quiet weekend.
Firstly, Sutton were made to rue his absence as they were forced to play an outfield player in goal.
Now Shaw - who started his football career as a Southampton trainee alongside Alan Shearer - has bagged himself a ticket to their EFL Cup final showdown against Manchester United.
He joined other Saints fans on a coach to Wembley and didn’t keep a low profile - joining in on their pie-jinks at the back of the bus. Make sure you check it out on the video at the top of the page.
Shaw can be seen lapping up fans’ chants, with songs such as “It weren’t a pie it was a pasty”, “Get your pasty out!” and “Pasty’s gonna get ya!” getting an airing.
Brilliantly, the video ends with Shaw getting out a mini pie he’s brought along for the journey. Cue the delirious cheers from fans.
CLICK HERE TO STREAM MANCHESTER UNITED V SOUTHAMPTON LIVE COMMENTARY ON TALKSPORT, KICK-OFF 16:30GMT
Manchester United and Southampton clash to win the first silverware of the 2016/17 season on Sunday afternoon, with the EFL Cup final LIVE on talkSPORT.
The Red Devils beat Hull City over two legs in the semi-finals to reach Wembley, with Southampton impressively overcoming Liverpool.
Jose Mourinho has three times won the competition - all with Chelsea - and the Portuguese will be looking to claim his first trophy as United boss.
The Saints only major honour - the 1976 FA Cup - was won against the Old Trafford club, and the last time they appeared at Wembley was for the Johnstone’s Paint Trophy final against Carlisle in 2010.
So, who has been selected for the clash? The confirmed teams can be seen, in full, below…