The 18 year old has been in fine form for the Saints this season and United are reportedly willing to fork out more than £30million to land the left back.
Shaw was picked in the England squad over experienced Ashley Cole who has since retired from the international game.
Leighton Baines is set to be first choice at the World Cup for Roy Hodgson and Shaw is only thinking about challenging for his spot rather than talk linking him with a big money summer move.
“Transfer talk is completely gone – I am here to focus on England and England only,” Shaw said.
”When I was announced in the squad it was the best feeling in the world. I was sitting there with my family and friends and we were just all so proud that I am still only 18 and I am going to a World Cup.’