Shehbaz, the 65-year-old Punjab chief minister, made the remarks while talking to media after appearing before the Joint Investigation Team (JIT) which grilled him in connection with the high-profile Panamagate graft case against Sharifs.
"The prime minister of Pakistan appeared front of this JIT a day ago and a new leaf was turned in Pakistan's 70-year history. Today, I did the same," said Shehbaz, the fourth member of the Sharif family to appear before the JIT.
Prime Minister Sharif was ousted by then army chief Gen Pervez Musharraf in 1999. The army has ruled the country for much of its life since it gained independence 70 years ago.
Last month, the powerful army withdrew a controversial tweet that had rattled the Sharif government over a media leak about a rift between the two power centres over fighting militancy in the country.
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"This is not the first time that the Sharif family has been put to trial: people should not forget the time when our family's Ittefaq Foundries were taken from us by force," said Shehbaz.
He said between 1988 and 1990, his family's second trial took place during Benazir Bhutto's first government; and then again in 1993 and 1996, the Sharif family suffered losses worth billions due to conspiracies against it.
"But that was not all: in (former president) Musharraf's era, I was handcuffed and taken to prison. I have not talked about this before publicly as it was a matter of shame, but I am admitting it today because we are on trial once again," the Punjab chief minister said.
He said he was asked to appear before the JIT as somebody "acquainted with the facts of the Panamagate scandal".
The Punjab chief minister said that even though he had severe back pain, he did not flee from the JIT's summons.
"I did not go away to London, never to return, like other politicians [have done in the past]," Sharif said.
"Whatever questions the JIT asked, I answered them to the best of my knowledge," he added.
Earlier in the week, Prime Minister Sharif was grilled by the JIT, set up by the Supreme Court last month to investigate the Sharif family about its properties in London.
It had questioned Sharif's sons - Hussain and Hasan - last month over the family's alleged improper business dealings. His eldest son Hussain was questioned five times while Hasan, the younger son, was summoned twice.
The court last year took up the case and issued a split decision over allegations of money laundering when Sharif was prime minister in 1990s.
The JIT is bound to complete the probe in 60 days unless it is granted additional time.
The JIT alleged that the government was using its official machinery to hamper its investigation.
The Supreme Court had asked the government to respond to the allegations against the departments.
Attorney General for Pakistan (AGP) Ashtar Ausaf Ali raised serious doubts over JIT's performance, accusing it of spending too much time and energy on 'monitoring the media'.
In a four-page response which he has submitted in the Supreme Court, Ashtar stated that the JIT application spanned more than 120 pages, containing news articles, screenshots of statements, tweets and messages gathered from social media.
"It appears that a lot of time and energy is being consumed in gathering this material. The JIT appears to have spent [too much] time watching talk shows, reading articles and monitoring tweets and messages on social media while arranging the same where necessary," according to the reply.
"These institutions vehemently deny [all the] allegations [levelled by] the JIT," he said.