Lee Shaw studied classical music from the age of five and continued without interruption – even during the summers – until she had earned a master’s degree. In the 1950s, however, Shaw decided to pursue a career as a jazz pianist, and began working at Mr. Kelly's in Chicago. There she performed on the same bill with such luminaries as Anita O'Day, Billie Holliday, Jackie Cain, Roy Kral, Sarah Vaughn and Roy Haynes.
In 1961, Shaw and her husband and drummer Stan, formed an internationally acclaimed piano trio. They appeared in clubs and concerts throughout the United States, including New Orleans, New York City, Sugarbush VT, Wilmington DE, Milwaukee WI. The Lee Shaw Trio released their first album in 1984, Lee Shaw OK!, on the Cadence Jazz label, a recording of a live performance which was a highlight of the trio's month-long tour of Oklahoma, Lee's home state.
She was interviewed, along with 40 other women artists, for Mary Unterbrink's book, Jazz Women at the Keyboard (1983, McFarland & Co. Inc.). Lee was also mentioned in Leslie Gorse's 1994 book, Madame Jazz. In 1988, the Parsons School of Design sponsored a fundraiser to create a piano scholarship at the New School for its burgeoning Jazz Program: Shaw performed - along with Toshiko Akiyoshi, John Bunch, Jackie Byard, Gil Goldstein, Sir Roland Hanna, Barry Harris, Dick Hyman, Roger Kellaway and Larry Willis - at their second annual "I Love A Piano" concert series.