Shehi started his youth career aged 15 with KF Elbasani in September 2012. In his first 2012–13 season with under-17 side he played 9 matches. In the next season he managed to appear for both under-17 & under-19 side playing 21 matches and scoring 1 goal for U17 and 6 matches for U19.
Elbasani
During the 2014–15 season he gained entry with the first team and made his debut on 17 May 2015 against Laçi playing the full 90-minutes match which finished in the 2–0 loss. He played another match for Elbasani and moved to Teuta Durrës during the WindowSummer Transfers.