It is why the 27-year-old defender appreciates every minute the Tigers play in the top flight.
It is also why McShane is relishing his own return to the spotlight, the Republic of Ireland international having started Hull’s last four games.
“I have enjoyed just being back in the Premier League,” said McShane ahead of taking on Crystal Palace today at the KC Stadium.
“When we were relegated (in 2010), I was thinking, ‘Will I ever get the chance to play in it again?’
“So, every game I now just relish.
“In my opinion, it is the best league in the world and I am glad to be a part of it.
“It has been great the last year or so, so I just hope it continues.”
Considering how the lower half of the table has concertinaed in recent weeks, Hull know today is a huge game.
With Liverpool the next visitors to the KC before back-to-back away games at Arsenal and Swansea City, beating bottom club Palace is vital.
“It is certainly a game we are all looking forward to playing,” said McShane. “We had a few days off last weekend and I think we’re all feeling refreshed and ready for the Palace game
“We have got a busy period coming up now with some very tough games and so we have got to be ready for it. That is what we have been doing over the last couple of weeks.
“Crystal Palace will provide a tough test, but this is a big game. It will be competitive and we are going to have to be at our best to get something from the game.”
Hull are boosted by their impressive home record. In five league games at the KC, the Tigers have conceded just one goal and collected 11 points.
McShane, who spent time on loan with Palace, added: “I have had to bide my time this season and wait for my chance. That came against Spurs and I did all right and I’ve been playing ever since.
“I can be quite impatient when I am not playing. I give everything in training so if it comes to matchdays and I’m not playing I don’t take it too well.
“I have never knocked on the gaffer’s door. There have been times when he has had to come to me because I have been upset at not playing.
“Doubts creep in but deep down I had always had confidence in myself. I knew every day I had a responsibility to come in and train well and not to be too much of a pain around the place.
“As I have grown older I have had to change my ways a bit, that just comes with experience and being a little older and wiser, and I have tried not to be too mouthy.”
As for his loan spell with Palace in the final few months of 2011-12, McShane said: “It was grand. At the time, I needed to get out and play.
“I didn’t really want to leave Hull but I had to because I was getting no game time at all. I enjoyed it.”
The KC groundstaff, meanwhile, had a few worrying moments earlier this week when an investigation revealed a number of leaks from the under soil heating pipework.
Patches of the pitch had been found to be excessively wet and the damaged pipework has now been repaired.