Although Sorenstam rolled in a 10-foot birdie for her final putt in a major to end with a 4-under 68, she was nowhere near a victory.
The 37-year-old Swede, who will quit tournament golf at the end of the year to get married, start a family and focus on her business and other golf interests, tied for 24th at 6-under 282.
Shin, who captured her first major and her first victory outside of Asia, finished 18-over after a 66. She won by three shots and led an all-Asian top five in yet another sign that players from Korea, Japan and Taiwan are taking over womens golf.
Sorenstam would be stepping away even if she had won.
To finish with a birdie is just obviously extra, she said. It didnt seem like there was any doubt it was going in.
I wish I wanted it as much as I used to, but I dont.
Although Sorenstam appeared to fight off the tears, her caddie of nine years, Terry McNamara, was less successful.
It is the end. Its getting harder, McNamara said. Ive been with her for 10 years, a lot of wins. She hit every green today. It is the sign of a champion to come out when you dont have a chance of winning and play like that. Shes great. Nobodys done it better. Ill never forget this.
Sorenstam insisted her intensity never dropped through the final round.
I think I was born with intensity, she said. I think I was born to compete. There were times I wish I didnt have it, but I probably wouldnt have achieved what I have. Maybe there were times the last few months when I wish I had the desire and the motivation and the drive, then I wouldnt step away.
But I just dont have that. When you have the mind of a champion and the mind of a competitor, but then theres a few pieces missing, thats hard to accept sometimes.
Sorenstam said she felt the emotion from the moment she stepped on the first tee and particularly over the closing holes.
I came up 18, made the corner turn and there was a sign saying, Annika, you will be missed,' ' she said. I thought that was very special. I waved to the guys, they clapped and then I came up 18 and everybody was cheering. It just makes you feel good when you get that type of applause. Ive been out here for 15 years and Ive experienced a lot of joy, a few setbacks, but overall its been great.
Im going to miss it, no doubt about it. I love the majors, I try to gear up for them and kind of be ready for them. Ive had happy tears there, Ive had unhappy tears. This game and this championship just sucks everything out of you.
Sorenstam said what she would miss most was the competition, the cheering, being under the limelight to hit that perfect 6 iron and make that putt.
I wish this one (on 18) was for the championship. That would be the ultimate. Thats why I spent all that time on the putting green and the driving range. Those are the moments I miss.