Having brought in 11 new players during the transfer window, the side needs to trim its wage bill to meet the new Financial Fair Play regulations.
Shaw told the Lancashire Telegraph: "The owners certainly don't want to sell any of our better players. But it isn't always a case of what you want to do.
"If a big club comes in for one of your players and they want to go to the Premier League, sometimes it's very difficult to stop that happening, whether it's a money decision or not.
The team were knocked out of the Capital One Cup on penalties earlier this week.