Shaw's parents live in Raynes Park, a south-west London suburb that is just 11 miles from Chelsea's Cobham training ground.
The 18-year-old is also a Chelsea fan, and shares the same agent management group as Chelsea's experienced left-back Ashley Cole.
With Cole's Chelsea contract set to expire at the end of the season, Stellar Group - the agency that manages Cole and Shaw - could have a potentially delicate situation on their hands.
However, Chelsea's location coupled with the fact Shaw supports the Blues could be enough to swing it in Jose Mourinho's favour this summer.
Both Chelsea and Manchester United have been heavily linked with the youngster - United reportedly had a £20m offer for Shaw turned down by Southampton during the January transfer window.
David Moyes is expected to return with a second bid this summer, with Patrice Evra also out of contract at Old Trafford at the end of the season.
Southampton are thought to be holding out for a fee nearer the £25m mark, significantly more than the club received for some of its other high profile academy graduates, notably Gareth Bale, Theo Walcott and Alex Oxlade-Chamberlain.