Shone joined Liverpool from local amateur side Grayson's of Garston, representative of a well-known local shipping company. Shone was officially employed by the firm, but did very little labour as he was more of interest to them as a footballer! Forward Shone made his Liverpool debut on the opening day of the 1921/22 season, a disappointing 3-0 defeat at Sunderland. Billy Matthews replaced him for the next game and scored twice which resulted in Shone having to wait a while to get another chance. Given a run of 11 consecutive games in the middle of the season, Shone scored his debut goal in a 1-1 draw against Everton at Goodison Park and grabbed a hat-trick in 36 minutes against Middlesbrough prompting the Liverpool Echo headline: "The Sun did not shine at Anfield but Shone!" Despite making only two appearances in the second part of the season, he had still made a useful contribution to Liverpool's 1922 League success. But when the title was retained a year later with one of most settled teams in Liverpool's history, Shone was very much an onlooker and only played once all season.

The 1924/25 season was easily Shone's best at Anfield; he played in every one of the 46 League and Cup matches and scored 15 times. The Derby Daily Telegraph reported on his progress in January 1925. "Danny Shone, who registered two goals for Liverpool last week, is one of the most improved players in the Anfield camp. When he originally joined the club from Garston’s he was thought to be a centre forward, but subsequently he deputised at inside left for Harry Chambers, and later, when Forshaw went to centre forward, became an inside right. This is his best position." However, Liverpool had finished a disappointing twelfth. Shone was only picked three times the next season and after playing solely for the reserves for two seasons he agreed a move to London to resurrect his professional career. Shone scored five goals in 12 first division games in his six months' career at the Hammers before departing for third division south's Coventry where he only played nine games during his solitary season.