Prior to the start of the 2012–13 season, Shaw left Millwall to take up the assistant manager's position at his previous club Coventry City, working under his former Crystal Palace teammate Andy Thorn. The Midlands side had removed their previous assistant manager Steve Harrison following the club's relegation from the Championship. After the club drew their opening three games of the League One season, Thorn was sacked and Shaw was appointed caretaker manager, working alongside first-team coach Lee Carsley.
Prior to the start of the 2012–13 football season, Shaw left Millwall to become assistant manager at Coventry City, where he worked under his former Crystal Palace teammate Andy Thorn. The Midlands side had replaced their previous assistant manager Steve Harrison after they were relegated from the Championship. After Coventry City drew their first three League One games of the season, Thorn was dismissed and Shaw took over as caretaker manager, working alongside first-team coach Lee Carsley.