Shaughnessy played basketball as a guard and ran track in the 440- and 880-yard events. The Minnesota athletic director asked him to join the basketball team before a game against Illinois, despite the fact he had never played and did not know the rules. He joined the track and field team in similar fashion, and replaced a half-mile runner even though he did not own and had never worn track spikes. In "The Big Ten: A Century of Excellence", Shaughnessy was called "one of the most versatile athletes in Minnesota's history." Shaughnessy also competed as a rower with the St. Paul Boat Club. He was a member of the Sigma Chi fraternity.