England's defeat was their first in 25 competitive fixtures at Wembley.
England were surprise World Cup semi-finalists in July, riding a wave of euphoria back home, but their 2-1 Nations League defeat on Saturday was their third consecutive loss.
It means for all the optimism surrounding Gareth Southgate's side, England have lost three competitive matches in a row.
England responded in style and scored a goal of stunning quality in the 11th minute.
The Manchester United left-back took to Twitter to reassure England fans of his condition following the game.
But the 20-year-old wasted two glorious chances to complete a hat-trick in the second half, a header and a shot saved by United team-mate David de Gea.
Shaw appeared to be wearing an oxygen mask as he was stabilized on a stretcher and then wheeled off the field. Danny Rose came on to replace him. De Gea made several saves, including a spectacular one-handed save from a fine Rashford header, and was congratulated by coach Luis Enrique.
The Three Lions came close to equalising in injury time after De Dea dropped the ball on Welbeck before the Arsenal forward finished from close range.
Southgate said the goal should have stood but admitted his side had struggled to counter Spain's passing game.
"He may have mistakes like everybody else, but we have one of the best in the world".
"We have got 19 matches, it's not very long, but, in my opinion, we have got the best group of players in the country here".
"That's what I want, to reduce the space and press a lot and against a team with three defenders it was very hard", Luis Enrique said.
Tottenham full-back Kieran Trippier said there was no reason for alarm despite the defeat, which follows losses to Croatia in the last four in Russian Federation and to Belgium in the third-place play-off.