Kennedy-Shaw was born on 26 October 1901, the son of Colonel F. S. Kennedy-Shaw, of King's Orchard, Teffont Magna, Wiltshire. He received his formal education at Radley College. In the 1920s and 1930s Kennedy-Shaw contributed to the exploration of the Western Desert in the area around the south-western corner of modern Egypt with his particular interest and skills as a botanist, archaeologist and navigator. He made three major trips: During the winter of 1927/1928 Kennedy-Shaw and Douglas Newbold, on leave from the Sudan Government service, travelled the Arba’in slave road from Selima and Bir Natrun, covering 1000 km by camel. In October 1930 Kennedy-Shaw accompanied Ralph Alger Bagnold on a trip from Cairo to Ain Dalla, into the Sand Sea, past Ammonite hill to the Gilf Kebir, south to Uweinat and on to Wadi Halfa, returning via the Arba’in slave road via Salima oasis, Kharga and then Aysut. He also travelled with Bagnold in 1932 from Cairo to Kharga, to Uweinat, Sarra, Tekro, Uweinat, El Fasher, Bir Natrun, Merga, Laqia, Selima, Wadi Halfa, Dakhla, Bahariya and Cairo, a total distance of 6000 miles.
After the outbreak of the Second World War, Bagnold recruited Kennedy-Shaw from the British Imperial Mandatory Palestine Administration's office in Jerusalem where he was employed, to be the Intelligence and Chief Navigation officer for the British Army's new Long Range Desert Group that Bagnold was assembling. Kennedy-Shaw served initially as a lieutenant in the General List. He transferred to the Intelligence Corps in 1940, and to the Special Air Service Regiment in 1944 when the L.R.D.G. ceased operations with the conclusion of the North Africa Campaign. He reached the rank of major, being mentioned in despatches during his service. From 1944 to 1945 he served as the GSO 2 at the S.A.S. Brigade's Headquarters in the North-West Europe Campaign.
Post-war life
He wrote one of the earliest books on the L.R.D.G., entitled "The Long Range Desert Group", which was subject to pre-publication approval by the War Office who required changes to be made to the text; in particular the codenames of the operations he described and some real names of individuals involved in special operations. He also wrote several articles that were published in the Journal of the Royal Geographical Society..