The 25-year-old scored a unanimous 100-90 points victory over Marie-Eve Dicaire on Friday to retain her WBC and WBO light-middleweight titles, win the vacant WBA belt and take the Canadian's IBF crown.
"I was trying for the knockout," said Shield, who landed 116 punches to Dicaire's 31.
"That's what I wanted. And I almost had it at the end of the day, I'm the new undisputed champion at 154 pounds - the first boxer to do it in history."
Shields, a two-time Olympic champion, had previously unified all four major belts - WBC, WBA, IBF and WBO - at middleweight.
After the fight, she was quick to call out Marshall, the only fighter to have defeated Shields as an amateur.
Shields, then 17, lost in the older Marshall at the 2012 Women's World Championships in Qinhuangdao, China, prior to the American winning the first of two gold medals at the summer Olympics.
"Savannah Marshall can't f*** with me," Shields said.
"Let's keep it real. You won a lucky decision when we were kids. Savannah Marshall knows that she cannot and will not ever be able to f*** with me."
Additional reporting by Reuters.