England international defender Shaw started the Premier League game against the Villans away from home at Villa Park and played for the entire 90 minutes.
Former United striker Cole was following the match, and he was impressed with the performance produced by the 20-year-old left-back.
Against Villa, Shaw had a pass accuracy of 90%, attempted two dribbles, and made two interceptions, six clearances and three blocks.
The former Southampton youngster is a highly-rated defender and has the potential to be one of the greatest players in United history.
Shaw struggled with injuries last season, but he is fully fit now and that is showing at the moment.
Louis van Gaal is one of the best managers around, and working with him is only going to make Shaw a better player.