Like Jannik Sinner in the men’s draw, Sabalenka was the favourite to win a maiden French Open title this year.
With four-time winner Iga Swiatek and reigning champion Coco Gauff knocked out relatively early, Sabalenka had her best chance to win a first Grand Slam away from the hard courts of New York and Melbourne.
But Sabalenka – like Sinner in his second-round defeat by Juan Manuel Cerundolo -surrendered a huge lead in yet another massive upset at this year’s Roland Garros.
While Sinner struggled with cramping and dizziness in sweltering heat, Sabalenka only had herself to blame as she failed to adapt to the blustery conditions for a second year in a row.
Losses for Sinner, Sabalenka, Gauff and Novak Djokovic among others mean this is the first Grand Slam since the 1977 French Open that a former major champion has not featured in either the men’s or women’s semi-finals.
From complete control in the opening set and the start of the second, the 28-year-old Sabalenka faltered as Shnaider began to find her rhythm.
The left-hander caused all sorts of problems for the top seed with blistering forehand winners as Sabalenka struggled to put the ball in the court.
Losing the final set without winning a game was a sorry end, and Sabalenka made a hasty retreat off court after hugging Shnaider at the net.
Sabalenka will now be left to rue another missed opportunity – she has four major titles to her name but that is a puzzling return given she has reached the semi-finals in 12 of her past 13 Slam appearances.
In January’s Australian Open final, she was 3-0 up in the deciding set before Elena Rybakina fought back to deny the Belarusian a third Melbourne title.
Now another major has slipped away from the world number one’s grasp in a tournament that has been full of surprises.