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There's a right way and a wrong way to peel shrimp, but this method is the easiest and fastest, and will make sure you get all the meat too.

If you're dealing with uncooked shrimp, the first thing you need to decide is if you want to cook it in the shell or not. Generally when you fry or scampi the shrimp, you will want to remove the shell prior to cooking. But for shrimp cocktail and broiled shrimp, you will probably want to leave it in the shell. Always leave the shell on when boiling shrimp. When cooked in the shell, the juices and natural flavors of the shrimp do not get a chance to escape and you also run less of a risk of burning them. This goes for the heads as well. There are occasions when the shrimp may be cooked with the head still on, but considering the gross out factor, you will probably want to remove the heads before serving.

Another thing you may want to give some consideration to is if you need to de-vein the shrimp or not. The shrimp's intestinal tract runs down their back. In larger ones, like rock shrimp, leaving this in will give the shrimp an unpleasant gritty texture. You run a knife down the back of the shrimp and then you can use you finger to pull the vane out. This is accomplished easier under running water.

To peel shrimp, first thing make sure the head is off of it. If it isn't, go ahead and pinch it off and throw it away. Then, with the shrimp facing away from you, grip the 'feet' of the shrimp and pull around to one side. The shell should break off in one piece, leaving the tail. Grip the fin part of the tail in one hand and the body of the shrimp in the other and give a firm tug. The tail will pull away, leaving behind the meat that was inside the fin. It will probably take some practice to get these techniques down, but believe me, it's worth it.