The 71-year-old musician felt a little shy to share his feelings with Shevell when they first started dating in 2007, reported Contactmusic.
"It can be quite hard to say 'I love you' to someone. I felt this with Nancy but to say it wasn't that easy," McCartney said.
The singer, who married US businesswoman Shevell in London in 2011, is said to have written the song 'My Valentine' for her.
McCartney's upcoming album 'New' is said to be about his romance with Shevell.