Shaw began playing in high school and turned professional in 1925. The first signs of indecision became apparent in the early 1930s, when he retired from music for a year. In 1935, at a New York swing concert, he played one of his own compositions accompanied by a string quartet. A jazz and dance band with a string section followed, but in 1937 he re-formed his band along more conventional lines and a year later became internationally known through his recording of Cole Porter (Porter, Cole)'s "Begin the Beguine." A string of hits followed, and Shaw's popularity came to rival that of clarinetist Benny Goodman (Goodman, Benny), the “King of Swing.” By this time Shaw had become known for his mercurial behaviour and perfectionism. He was harshly critical of himself and of the music business.

From 1939 Shaw lived alternately in Mexico and the United States, experimenting occasionally with small jazz combos that he called the Gramercy Five regardless of membership. While several public comebacks followed, including leadership of a U.S. Navy orchestra (1943–44), he dissociated himself from jazz almost totally after 1954 and did not play the clarinet again, although in 1983 he led a re-formed Artie Shaw Orchestra. He later worked as a farmer, theatre producer, and author. Among his writings are the three short novels collected in I Love You, I Hate You, Drop Dead! (1965) and the revealing autobiography The Trouble with Cinderella (1952). Shaw was married eight times, and actresses Lana Turner (Turner, Lana) and Ava Gardner (Gardner, Ava) were his most famous wives.