Monitoring the shoreline over time is essential to quickly identify and mitigate environmental issues such as coastal erosion. Monitoring using satellite images has two great advantages, i.e., global coverage and frequent measurement updates; but adequate methods are needed to extract shoreline information from such images. To this purpose, there are valuable non-supervised methods, but more recent research has concentrated on deep learning because of its greater potential in terms of generality, flexibility, and measurement accuracy, which, in contrast, derive from the information contained in large datasets of labeled samples. The first problem to solve, therefore, lies in obtaining large datasets suitable for this specific measurement problem, and this is a difficult task, typically requiring human analysis of a large number of images. In this article, we propose a technique to automatically create a dataset of labeled satellite images suitable for training machine learning models for shoreline detection. The method is based on the integration of data from satellite photos and data from certified, publicly accessible shoreline data. It involves several automatic processing steps, aimed at building the best possible dataset, with images including both sea and land regions, and correct labeling also in the presence of complicated water edges (which can be open or closed curves). The use of independently certified measurements for labeling the satellite images avoids the great work required to manually annotate them by visual inspection, as is done in other works in the literature. This is especially true when convoluted shorelines are considered. In addition, possible errors due to the subjective interpretation of satellite images are also eliminated. The method is developed and used specifically to build a new dataset of Sentinel-2 images, denoted SNOWED; but is applicable to different satellite images with trivial modifications. The accuracy of labels in SNOWED is directly determined by the uncertainty of the shoreline data used, which leads to sub-pixel errors in most cases. Furthermore, the quality of the SNOWED dataset is assessed through the visual comparison of a random sample of images and their corresponding labels, and its functionality is shown by training a neural model for sea–land segmentation.