A Bruno Fernandes double and a first United goal for Marcel Sabitzer were enough to bring the Reds from a goal down to defeat the Cottagers at Old Trafford.
The match had plenty of flash points and action, and Shaw was thrilled to overcome Fulham and return to England's national stadium for the competition's semi-finals, where Brighton & Hove Albion await.
“It’s always special playing at Wembley,” Luke told MUTV in his post-match interview.
“Whenever you play there for your club you know you’re doing the right things.
“It’s going to be a very tough game against Brighton.