Shahzad, in his third match at this level, took one-day best figures of three for 41 after being brought into the side after fellow Yorkshire paceman Tim Bresnan was dropped.
Bangladesh opener Imrul Kayes made 76. But no other Bangladesh batsman made any score of note. Bangladesh, after losing the toss, saw Tamim Iqbal strike several fours. But Shahzad dismissed Tamim for 18.
Left-handed Kayes completed a 74-ball fifty and was eventually out when he was deceived by a slower Ajmal Shahzad delivery and gave a gentle catch to Paul Collingwood at point, having faced 111 balls with four fours.
Score Board
BANGLADESH
Tamim c Kieswetter b Shahzad 18
Kayes c Collingwood b Shahzad 76
Siddique c Kieswetter b Broad 21
Jahurul c Kieswetter b Shahzad 40
Shakib b Collingwood 1
Ashraful (run out) 14
Mahmudullah (not out) 24
Mortaza (run out) 22
Razzak (not out) 1
Extras (LB-4, W-12, NB-3) 19
Total (for 7 wkts, 50 overs) 236
Fall of wickets: 1-19, 2-65, 3-148, 4-149, 5-174, 6-196, 7-233.
Bowling: Anderson 9-0-46-0, Shahzad 10-0-41-3, Broad 10-0-60-1, Wright 6-0-30-0, Yardy 10-0-39-0, Collingwood 5-0-16-1.