Arsenal secured a 2-0 win over United and midfield enforcer Xhaka opened the scoring with a long-range effort.
The strike appeared to take De Dea by surprise who was wrong footed.
Shearer says the Spain international’s small jump as Xhaka shoots meant he couldn’t set his feet properly.
“Goalkeeper should save it,” Shearer said on Match of the Day.
“They’ve got to work harder to close Xhaka down, but once they don’t he’s got a free pop at goal and De Gea just sets himself too late and doesn’t give himself time to recover.
“If you see it from behind he’s actually in the air when Xhaka is pulling the trigger so he never sets himself.
“It moves, but a goalkeeper of his ability, the best in the world, it shouldn’t be beating him from there.
“He’s set himself too late, once he decides to do that he’s still in the air once he’s shooting and he can’t recover.”
Speaking after the clash, Ole Gunnar Solskjaer refused to blame De Gea for the Gunners’ opener.
“I don’t class it as a mistake by De Gea,” he said.
“I was stood right behind the ball and we don’t put enough pressure on Xhaka, who must be Brazilian by the way because he struck the ball and it swerves and moves.
“It goes to David’s left and changes direction completely. It’s one of those things.”
The defeat was United’s first in the league under Solskjaer.
The 46-year-old says the result was harsh in his side.
He added: “We are disappointed with the result but looking at the performance, you cannot say it was a game we deserved to lose. We created five big chances, hit the woodwork twice.
“When you see the boys work as hard as they do, the attitude they show in training – today we were lethargic in the first 10-15 minutes, did not have the zip and we did not take the chances.
“Hopefully we will be ready for Wolves in the FA Cup next week.
“It has been fantastic so far but today is the the lowest we have been because we lost and missed the chance to put pressure on Spurs.
“We have won games we have not deserved to win, and today we lost a game we did not deserve to lose.”