Swansea qualified for the tournament due to their success in the League Cup last season, beating League Two's Bradford City 5-0 in the final.
Shelvey has previous experience in the Europa League having appeared in the competition for Liverpool, but he believes that Swansea's lack of European experience will create a special atmosphere around the club.
"I've played European football for the last two seasons," Shelvey told reporters.
"It's exciting for the fans and I'm sure the atmosphere will be buzzing at the Liberty for the night games.
"It will also give the players experience of going to different countries and facing different styles of play."
Shelvey joined Swansea from Liverpool in a deal worth £5m last week.