De Gea produced an acrobatic save to deny Rashford a second goal shortly afterwards but Spain ended the half on top.
Following a disappointing World Cup campaign, Luis Enrique was appointed to take the reins at the Spanish national team. Another viewing of replays might have reversed the decision to rule out Danny Welbeck's stoppage time goal for a foul on David De Gea when the goalkeeper went to collect a high ball.
Shaw was one of few brought back into the fold, and the Man United full-back left the field on a stretcher and in a neck brace shortly after half-time, following a nasty collision with Dani Carvajal.
In a clip that is doing the rounds, "Lucho" gave the La Roja skipper a special greeting when they linked up for the first time ahead of UEFA Nations League games against England and Croatia.
Spain came from behind to inflict a first competitive home defeat on England since November 2007, ending a run of 24 games unbeaten in all competitions.
"But I thought he showed some good moments and he's a player that I am sure can play a big part with us as we move forwards".
And though backed by a packed-out Wembley and the tiresome England Band, Southgate's side were unable to restore parity.
"We have got quite a few players short of minutes and a bit of sharpness, so to come into a game like tonight after so long out of the global scene is as tough a test as you can have".
Get the latest World Cup news updates. But there's a level for us to go to and that's a really good challenge for us over the next couple of years.