The teenage seamer opened the bowling for his native County in Sunday's National League match against Worcestershire at Headingley but he remained wicketless with figures of zero for 35 from six overs as Yorkshire went down to a 39-run defeat.
The only other Asian cricketers to play for Yorkshire have been Indian internationals Sachin Tendulkar and Yuvraj Singh.
Tendulkar was Yorkshire's first overseas player back in 1991 when the Leeds-based club relaxed their age-old policy of selecting only cricketers born within the County boundaries.
"I'm chuffed to bits," said Shahzad.
"It was just a great moment for me going out and playing in front of this crowd at Headingley. Now I want to keep performing and do it again."
"There are plenty of Asians coming through now and I'm just happy that I'm one of them. I think more will follow.
"They will see that the theory Yorkshire don't let Asians through isn't true. I believe they will work harder now to get their chance and think, 'if he can do it, why not me?'"
In the first division, Lancashire easily reached their target of 211 to beat Glamorgan by five wickets with former West Indies skipper Carl Hooper top scoring with 49 from 44 balls.
All-rounder Alex Wharf had earlier cracked a rapid 71 in a 61-ball knock, which featured 10 sixes and a four, but was given little support in a disappointing Glamorgan innings.
Hampshire skipper Shane Warne starred on his return from Australia's cancelled Test tour of Zimbabwe by helping his side to victory over Gloucestershire at Bristol.
The Australian took four for 27 as his side were set 241 to win.
Warne, batting at an unusual number three, hit 48 as Hampshire reached 244 for six with 1.3 overs remaining. Fellow Australian Michael Dighton top-scored for the victorious Hawks with 74 off 64 balls.