Chelsea wing-back Callum Hudson-Odoi appeared to handle the ball inside the area while under pressure from Mason Greenwood, but after checking on the pitchside monitor, Attwell eventually waved play on.
The two English giants played out an otherwise drab goalless stalemate at Stamford Bridge, but Shaw claimed after the match that the referee told Maguire he did not award a spot kick due to the controversy that it would have created, even though VAR advised Attwell to give the penalty.
Speaking to Sky Sports News, Shaw said: "The ref even said to H [Maguire], I heard him say 'if I say it's a penalty then it's going to cause a lot of talk about it after' so I don't know what happened there. H [Maguire] said that they got told it was a penalty by VAR."
Second-placed United now sit 12 points adrift of leaders Manchester City in second after taking a point home from the capital, while Chelsea remain in fifth.