Shehzad made scores of 70 and a Pakistan record 98 not out as the away team won the Twenty20 series 2-0, and they now embark on the first of three one-day internationals before also playing two Tests.
Shehzad's form has lifted him 41 places to a career-high 18th in the International Cricket Council's T20 batting rankings.
But he remains wary of the hosts' bowling attack going into the 50-over games.
"Zimbabwe played some good cricket and now we will be looking forward to playing them in the ODIs," he said.
"I think they bowled very well in the beginning, especially in the power-plays, and the fielding was good.
"Even though some of the bowlers do not have express pace, they were trying very hard, hitting the channels, bowling in the right areas with some yorkers that made it difficult to connect with the ball."
Abdur Rehman, Asad Shafiq and ODI captain Misbah-ul-Haq join up with the Pakistan squad, with T20 specialists Sohail Tanvir, Zulfiqar Babar and Sohaib Maqsood departing.
As for the T20 series, Zimbabwe have left it until the last moment to name their squad.
Batsman Sean Williams has been issued with an ICC reprimand, having pleaded guilty to a level one breach of the code of conduct after showing dissent at his dismissal in the first T20 international.