This video demonstrates how to devein shrimp. In order to devein shrimp, you will need the following, raw shrimp and a knife. The first thing you will need to do is remove the head of the shrimp. Remove the head by placing one hand on the head and the other hand on the body. Grasp tightly. Twists hands in opposite directions. Discard the head. Slide your thumb underneath the shell, between the body and the shell, and work your way underneath in order to remove the shell. With your knife, slice along the vein over the entire length of the back of the shrimp. Remove the intestine by scraping it out with the knife.