Shaw delighted in describing himself as a cockney, a title he could claim under Samuel Rowlands' definition of one born within the sound of the Bow Bells. Born 9 March 1875, he was the son of the Bohemian and eccentric James Shaw, composer of church music and organist of Hampstead parish church. He was the elder brother of the composer and influential educator Geoffrey Shaw and the actor Julius Shaw (born c. 1882, Clapham, Surrey now South West London), whose career was cut short by the First World War – he was killed in March 1918. He studied under Charles Villiers Stanford at the Royal College of Music, together with a generation of composers that included Gustav Holst, Ralph Vaughan Williams, and John Ireland. He then embarked upon a career as a theatrical producer, composer and conductor, the early years of which he described as "a long period of starving along". However, he began his career as an organist, serving at Emmanuel Church, West Hampstead, from 1895 to 1903.