Meanwhile, Beijing Guoan was also not in a good shape in the recently formed Chinese Super League. The club despite a short revival in 2002 did not progress as much the fans and the investors expected. In 2005, Shen re-joined the club and was named head coach again. The club finished sixth at the end of 2005 season, slightly better than the previous year. The following year, Shen directed the club into a very defensive style. In spite of some angry fans who saw defense as a sign of weakness, the club finished third at the end of the season. Nevertheless, Shen was under a lot of pressure and was exhausted. After the last match, he resigned. Shen wouldn't wait long before returning into management when he took over second-tier side Guangzhou Pharmaceutical and aided them to a division title and promotion. After several seasons with Guangzhou he would attract the interests of Changchun Yatai and join them at the beginning of the 2010 league season.