It might not have been the ideal end to the week, but Shaw hopes to return to Southampton for the match with Crystal Palace an even better player.
As well as looking to impress Hodgson, the full-back wants to learn from boyhood idol Ashley Cole - a man whose position on the plane to Brazil is under threat due to Shaw's emergence.
"I was a massive fan of his," the Saints defender said. "I think most people know I was a Chelsea supporter and I used to go to the games.
"For me, Ashley Cole was the best left-back in the world and I learned a lot from watching him when I was younger and I am sure he will help me when I am away with England.
"It is crazy. I was thinking on Saturday morning about all the players that are in the England squad.
"Three years ago I was watching them on telly and now I will be training with world-class players like Wayne Rooney and the Liverpool players I just faced. I can't wait."
Shaw does not appear too nervous to be meeting up with England and revealed Hodgson told him to "keep doing what you're doing" when he got the call-up, which suggests he will continue in his stress-free little bubble.
The defender is not one to fret and has little interest in the opponents, highlighted by the lack of knowledge on Wednesday's opponents Denmark.
"I don't know, the only player I know is Nicklas Bendtner," Shaw said with a smile.
"No, I don't worry. If I worry about it and think more I might start making mistakes.
"Whoever I play against I want to try my best and prove myself."