The Foxes showed no signs of a European hangover following their epic win over Sevilla, and although they may have a quarter-final meeting with Atletico Madrid on their minds Shakespeare knows they still need to get their domestic affairs in order.
Sloppy defending proved costly for the Hammers as Leicester stunned the home side when Riyad Mahrez and Robert Huth put the visitors in to an early 2-0 lead.
Manuel Lanzini and Andre Ayew replied for the home side, but the Foxes, thanks to a superb display from goalkeeper, Kasper Schmeichel, held firm for their first away success of the campaign.
"It was very frustrating", Masuaku told West Ham TV.
Kasper Schmeichel was at his very best to make a vital late save, while an bad Ayew miss let Leicester off the hook and saw the match slip away from West Ham. My heart was in my mouth at times.
"I always felt we just needed to get 1-0 up in a game". The fans were behind us the whole game and helped us to push and try to get back into it.
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"I really think we deserved at least a point. It was something we wanted to achieve today and we managed it".
Slaven Bilic will have a hip replacement at the end of the season, a effect of his playing career that he was surprised had reached the public domain, but the West Ham United manager's greatest pain at the moment is his disjointed defence. "We have to do better", Bilic said. "That save at the end from Andy Carroll was a fantastic save". "Perhaps we could have wrapped the game up earlier, but we got there".
"We had to show real resilience in the second half because give West Ham credit, they really pinned us back". Maybe the last half an hour was one of our best performances this season and we did everything but the ball just didn't want to go in.
Now in his post match interview with IMG Premier League media, manager Slaven Bilic has revealed that star winger Michail Antonio also suffered a hamstring injury in another rough afternoon for the Hammers.
Mahrez scored the first in the fifth minute, although his curling effort from the right was nearly certainly a cross intended for either Shinji Okazaki or Vardy, who had given him the ball.
The global break may well have come at a good time for both teams.