Born and raised on Merseyside, Shaun Whalley was spotted by Norwich who recruited him for their academy in 2001 where he remained until 2004.
He returned to Merseyside and joined Southport playing for their reserves before joining Chester City in 204 and making his league debut in September 2004. He made five senior appearances before leaving the club in the summer of 2005. He joined Runcorn in August 2005 before moving to Witton Albion in March 2006. In September 2006 he trialled with Crewe but was not offered a contract. Two months later he joined Accrington Stanley, initially on loan before making the move permanent in January 2007. Whalley made a total of 51 league appearances for Accrington, scoring 5 goals, but in May 2008, he was one of 10 players released by the club.
In June 2008 he joined Conference side Wrexham and made 16 appearances before returning to Southport on loan. He was released by Wrexham in the summer of 2009 and joined Droylsden. His next stop was Hyde United whom he joined in August 2010. He joined Southport for a third time in January 2011.
On 1st May 2013 he was signed by fellow Conference side Luton Town but failed to win a regular place in the first XI and was loaned to Telford in January 2014 helping them to the Conference North title.
He left Luton in May 2015 having made 41 appearances and scoring five goals. He then joined Shrewsbury on 8th June 2015. He has made over 30 appearances each season for Shrewsbury scoring between 2 and 12 goals per season.
He was released by Shrewsbury at the end of the 2021/22 season.
He signed a two year deal with Accrington Stanley on 4th July 2022.