The impact was audible from the stands and led to him leaving on a stretcher wearing an oxygen mask and a neck brace after lengthy treatment.
After a clash with Spain's Dani Carvajal, the defender landed heavily on the ground and suffered a massive blow.
The Manchester United fullback took to twitter to thank all those who showed support and concern while he was still unconscious, saying, "Thank you for all the love and support".
"I chose to spend mine back at home, to make sure that I'm feeling fully charged ahead of the games that are coming up soon".
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"He's sat up in the dressing room". He's talking and seems fairly comfortable.
"We'll have to assess him a little bit more overnight but that's definitely a good sign". "I don't want a contract because maybe in the next year or so I'm a free agent, so maybe they might look to tie me down for that", he added.
He first set up United team-mate Marcus Rashford's opener, producing an inch-perfect pass across goal which the latter merely had to tap past another Red Devils man in Spain goalkeeper David De Gea.
Shaw has been United's first choice left-back so far this season after putting in tremendous levels of hard work since the end of the 2017/18 campaign and repairing an apparently fractured relationship with manager Jose Mourinho.
Chilwell and Gray were part of the Foxes' Premier League triumph in 2016 and come into the squad after helping the Young Lions keep control of their European Championship qualifying group with a 0-0 draw against Holland.