After returning to Chicago in June 1891, he joined the Jenney & Mundie firm. William Le Baron Jenney was emerging as an innovating designer, creating the first skyscrapers. His firm was already gaining a reputation as a training ground for new architects, such as Daniel Burnham and Louis Sullivan. Shaw worked directly with emerging architects James Gamble Rogers, Alfred Hoyt Granger, and D. Everett Waid. Shaw received his first commission from his wife's parents, who desired a new house in Lakeville, Connecticut. After the completion of the Wells house, he traveled to Europe to study the endemic architecture. He visited Spain, southern France, Italy, Austria-Hungary, Germany, and England.