He was created by Atum, his father and Iusaaset, his mother in the city of Heliopolis. With his twin sister Tefnut (moisture), he was the father of Nut and Geb. His daughter, Nut, was the sky goddess whom he held over the Earth (Geb), separating the two. The Egyptians believed that if Shu didn't hold his son and daughter (the god of the earth and the goddess of the sky) apart there would be no way life could be created.
Shu's grandchildren are Osiris, Horus, Isis, Set and Nephthys. His great-grandson is Anubis.