The England winger has failed to score or assist since his £67million move to the Red Devils from Borussia Dortmund in the summer.
However, having trained alongside the 21-year-old for club and country, Shaw has no doubt Sancho can reach the very pinnacle of world football.
Speaking ahead of Andorra vs England, the left-back told talkSPORT: "Sometimes, for people, it takes time.
"I wouldn't say struggle because I don't think he's struggling at the moment. He's working extremely hard behind closed doors.
"He's training really well and looking really sharp. He just hasn't had that bit of luck that sometimes you need for your first goal or first assist. But I've got no doubt in my mind, it's coming.
"The talent he has is unbelievable, he can go right to the very top. It's just about him staying focussed, keep doing what he's doing in training and working hard.
"His time will come."
Somebody who has already reached those levels is Shaw's United teammate Cristiano Ronaldo.
While United have struggled in recent weeks, the Portugal icon has not stopped scoring since his dramatic return to Old Trafford.
Giving an insight into the 36-year-old's impact on training, Shaw admits the rest of the Red Devils need to match his world-beating standards and mentality.
"He's definitely raised the levels," Shaw added. "I think there's no question why he's been one of the best players in the world over the last ten years.
"The way he conducts himself, the standards he sets, and his mentality is one of the best I've ever witnessed.
"It's only good for us as teammates to be surrounded by someone like that, who will only raise the bar. We need to follow that. Everywhere he goes, he wins, and that's why - because the standards he sets are so high.
"We need equal those standards and push in the right direction with him and as a team."
Shaw continued: "I haven't had to mark him yet. But he's very sharp, always in the right position to score the goals, and his movement is one of the best I've ever seen.
"It's no surprise he's scoring goals and he has been for many years because he's always in the right place at the right time.
"That's a sign of a world-class player."