England led for only two minute, after Marcus Rashford's 11th-minute strike, on Saturday before Saul Niguez and Rodrigo scored twice in 20 minutes to give Spain a winning start under new coach Luis Enrique after the 2010 World Cup winners exited in the last-16 in Russian Federation.
England's defeat was their first in their last 25 competitive fixtures at Wembley.
From the World Cup semi-finals to defeat in worldwide football's version of the Intertoto Cup.
It was not long before Spain equalised however through Saul Ñiguez, while Rodrigo Moreno's finish gave the visitors the lead midway through the first half.
This was Shaw's first match for England since he was recalled to the national team by England manager, Gareth Southgate.
Shaw left the field on a stretcher wearing an oxygen mask and a neck brace after lengthy treatment but was "up and talking" in the change rooms.
The loss of Shaw early in the second half deprived England of a valuable attacking outlet and they struggled to create chances thereafter.
Shaw was replaced by Danny Rose after the team of physios had carried him off the pitch.
The incident silenced the crowd and seemed to distract the hosts whose sloppiness invited Spanish pressure.
He said De Gea told him that he was fouled for Welbeck's disallowed effort.
"They are a top, top side and I think for spells kept the ball incredibly well, pressed us and we didn't keep the ball in the early part of the game well enough".
"It was a really tough game", said Southgate.
"He may have mistakes like everybody else, but we have one of the best in the world".
There was much to ponder for Southgate who has now seen his side lose three matches in a row against Croatia, Belgium and now Spain - proof they are still a work in progress.