ESPN FC - Speaking to BBC Radio 5 Live, he said: "My world fell in. I was in tears. I had never been sacked in my life. It's on my mind every day, it probably will be for a long time.
"I've been through depression. I wasn't sleeping right, I could feel myself getting stressed. And I've still got that knot in my stomach.''
The Football Association and Gambling Commission opted to look into the incident and, the day after the game, Shaw lost his job.
"The following afternoon it was a situation where I either resigned or they sacked me,'' he added. "No-one asked for my side of the story. The club's knee-jerk reaction was that they wanted nothing to do with it.
"I haven't made any money and my friends haven't made any money. I probably got carried away, after a whole career of having the mickey taking out of me. That was all it was meant to be.''
The investigation is still ongoing and Shaw said: "I'm still left in limbo. Hopefully I've got nothing to answer to because I haven't done anything. I've never been in trouble before and it's like I've done something criminal.''
This is terrible because Wayne Shaw is just a normal, everyday guy who cared a lot about the team he was lucky enough to represent... and I believe him.
Just because someone put odds out on him eating a Meat Pie doesn't mean that he profited, and the research was clearly limited before he was sacked. No one around him profited? Let the man be a part of the club he gave his life to. Plain and simple.
Sometimes we underreact to things like this, but the opposite is true here. It didn't put any life in danger, no one made money, and integrity isn't challenged.
Wayne Shaw, you deserve another chance.