He said he wasn't conflicted to see the Giants do it without him. He was hurting because his broken leg had not fully healed from surgery only a few weeks earlier.
Two years later, and now in the Super Bowl again - this time playing in it - the Saints tight end wanted to set the record straight.
"Everyone thought I was bitter, but it was just the opposite," Shockey said Tuesday at his podium on Super Bowl media day. "I was so excited for those guys."
Sure, it pained him not to be in the lineup, but he said any facial expressions that might have been interpreted as resentment over not being able to play were misconstrued. Shockey was shown repeatedly during the television broadcast as he sat in a luxury box at University of Phoenix Stadium, and often had a look of chagrin.
"It was just the physical pain," he said. "I had surgery a couple weeks before that, and I was on crutches. I'd have rather been on the sidelines with my teammates, but it was a good feeling, anyway. Watching my teammates, the guys you practice with, and getting what they deserved was great. They deserved that game."
How painful was it?
"I flew out to the game in a middle seat sitting between Patriots fans," he said. "Being 37,000 feet in the air with your cast on and your leg expanding like a bag of potato chips exploding in the air, it hurt."
The only time the pain vanished?
"One of the few times there was no pain was when Plaxico Burress caught the pass," Shockey said, referring to the winning touchdown in the final minute. "That was the feeling of relief I had. I can't describe it."
The euphoria wouldn't last long. Shockey was gone from the Giants within months after a bitter divorce. He got into a shouting match with general manager Jerry Reese about his contract during minicamp, and Reese dealt him to the Saints shortly before training camp for second- and fifth-round picks. It was a deal similar to the one the Saints offered on draft day.
But the ill feelings are gone as Shockey awaits the chance to play in the Super Bowl for the first time. And for all the controversy he created in New York with outrageous quotes and frequent appearances in the tabloids, he looks back with fondness at his time with the Giants.
"I love all the fans up north, and I can see why they were bitter about the situation," he said. "They came and saw how much hard work I put in every Sunday. They remembered me by the plays I made, never being arrested or anything stupid. Nothing off the field. Hopefully, they can respect that I take the game seriously. I have no wife, I have no kids. This is all I really do is football."
Looking back on it now, Shockey had hoped he'd finish his career with the Giants. Drafted in the first round in 2002, Shockey figured he'd found a permanent NFL home. But for all his brilliance on the field, his tempestuous behavior, which rubbed many teammates the wrong way and caused a fair amount of locker-room dissension, ultimately proved his undoing. The fact that the Giants won the Super Bowl without him prompted Reese to make the trade.
Shockey now believes it was all for the better. He was reunited with Saints coach Sean Payton, who was Shockey's offensive coordinator during his rookie year with the Giants, and he has been an exemplary teammate ever since.
"I was banking on being there a long time, but that's not how this business is," Shockey said. "It's show me something or get out."
Shockey hasn't been quite the dominant receiver in New Orleans as he was in New York, but he has been a major contributor nonetheless. Perhaps more importantly, he has found a place free from controversy.
But New York will always hold a special meaning, even if it ended badly.
"I got a chance to grow up with a lot of guys like Tiki Barber and Michael Strahan," he said. "They taught me how to be a pro. You don't want to be that guy who drops the ball. You don't want to let the other guys down beside you. I learned that at an early age coming to New York."
He now heeds those lessons in New Orleans. And this time, he gets the chance to help his team win it all on the field, not watch helplessly in the stands.