Following his departure from Luton, Whalley joined Shrewsbury Town, recently promoted to League One, on 6 June 2015. Making only sporadic substitute appearances in the early part of the season, Whalley had to wait until 28 December to make his first league start for the club, scoring a late winning goal in a 2–1 away victory over Crewe Alexandra. He scored another late winner away at the league-leaders Burton Albion the following month, eventually ending the season with seven goals in all competitions as Shrewsbury avoided relegation with a game to spare.