Man United travel to the Metropolitano Stadium on Tuesday night for their second match of this season league phase, hoping to end a four-game winless run in all competitions.
Shaw started the 1-1 draw with Tottenham at the weekend, but was replaced in stoppage-time by Ayden Heaven.
While there was no explanation from Michael Carrick regarding the substitution, footage quickly emerged on social media afterwards of the left-back limping as he made his Old Trafford exit.
With such a short turnaround in between fixtures, Man United fans had been fearing the worst about Shaw’s involvement in the Spanish capital.
The 31-year-old missed United’s league phase win over Sabah last month through injury and he may sit out matchday two as a result of his absence at Carrington on the eve of the Atletico fixture.
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Mainoo, meanwhile, was also absent from the aforementioned session despite completing the full 90 minutes against Spurs and is now considered a major doubt for the Madrid game.
Carrick will provide a full team news update at his news conference on Monday evening.
More follows.