Shockey attended the University of Miami, where he was part of the school's long tradition of star tight ends along with teammate Douglas Scappa. As a Hurricane, Shockey first rose to national attention as a sophomore in Miami's 2000 game versus rival Florida State, catching what proved to be the game-winning touchdown pass with :46 remaining in the fourth quarter as # 7 Miami defeated the then-top ranked Seminoles, 27–24. The Hurricanes went 11–1 and Shockey received first team All-Big East honors from the league's coaches, The Sporting News, and College Football News.
In 2001, Shockey was an integral member of the national championship Miami team. Shockey led the team with 45 receptions and had 604 yards receiving and eight touchdowns (including bowl statistics). He was one of three finalists for the Mackey Award, and was named a first team All-American by CNNSI, and a second team All-American by the Associated Press, CBS Sportsline, and ABC Sports. Having reached the status of national champion and All-American, Shockey declared himself eligible for the NFL Draft following the 2001 season.
Shockey was interviewed about his time at the University of Miami for the documentary The U, which premiered December 12, 2009 on ESPN.