Shields, who will start Kansas City's season opener on March 31 at Detroit, allowed one infield single and struck out 10 in six scoreless innings, as the Royals lost to a Chicago Cubs split squad 6-5 on Saturday.
The Cubs' Brett Jackson drove in five runs with a three-run homer in the eighth off Jon Rauch and a two-run go-ahead single in the ninth off Tim Collins.
Christian Villanueva was the only Cubs batter to reach base off Shields when second baseman Johnny Giavotella slipped going for his grounder and his throw from his knees to first was a tad late.
"I was giving Gio a little hard time there in that last inning," Shields joked. "I said, 'If I don't give up a hit, it's all your fault.'"
Shields is 2-0 with a 0.61 ERA, allowing one run and seven hits, striking out 18 and walking none in 14 2-3 innings, in four exhibition starts.
"I felt really good out there," Shields said. "Obviously, the stamina part is not quite there yet. But that's just normal spring training stuff. Everything else is good."
Jeff Samardzija, who will start the Cubs' opener, was not nearly as sharp as Shields, allowing four runs on seven hits, and three walks in 3 2-3 innings. He gave up home runs to Jarrod Dyson on his third pitch and to Giavotella.
"The ball was up in the zone," Samardzija said. "When they're putting good wood on it, it's usually because it's up in the zone.
"You also take it with a grain of salt and understand why you're out there and what you're striving for, which is two weeks out."
Cubs: Samardzija, who departed after 87 pitches, escaped further damage in the second. After Giavotella's two-run homer, the Royals loaded the bases on singles by Eric Hosmer and Billy Butler singles and a walk to Salvador Perez, but Samardzija got out of the jam by retiring Mike Moustakas on a fly to center.
"There are those moments in the games when you're in those spots and you hunker down and make a good pitch," Samardzija said. "I thought we did that today."
Royals: Shields' 10 strikeouts pushed him to a Cactus League-leading 18.
"When you get them in strike one, you get them in swing mode," Shields said. "When you get them in swing mode, you can kind of mess with them a little bit as far as mixing your pitches up. When you get on the same page with your catcher and you're throwing strikes, that's what happens."
GIAVOTELLA BIG DAY
Giavotella nearly hit two home runs. After Giavotella's two-run shot in the third, Cubs left fielder Justin Ruggiano made a leaping catch at the wall of his deep fly in the fourth.
"I didn't think I got the second one," Giavotella said. "It kind of got in on me a little bit. It was a slider that didn't really come over the plate like I thought it would. It jammed me a little bit, but I was able to get it up in the air for a sac fly. I was hoping it would catch some wind, but it wasn't meant to be to have that second home run."
Giavotella is having a strong spring, hitting .333 with two doubles, two triples, a HR and six RBIs.
Cubs: Shortstop Starlin Castro remains sidelined with a hamstring injury. He has not played since March 2.
Royals: Shortstop Alcides Escobar received a cortisone shot for right shoulder inflammation. The Royals are hopeful he could return Wednesday.
The national Wounded Warrior Amputee Softball Team threw out the ceremonial first pitch. They also lost an exhibition morning game against the Royals' minor league staff 20-6. In addition, amputees Josh Wege and Justin Feagin addressed every uniformed member of the Royals organization before the game. Other members of the Wounded Warrior Amputee team were Todd Reed, Leonard Anderson, Michael Dreyer, Lonnie Anderson, Saul Bosquez, Tim Horton, Greg Reynolds and Jake Thompson.