The 29-year-old suffered back spasm after he stumbled over during bowling in the nets on Monday, affecting Pakistan's plans for the match as they looked to emulate their 3-0 rout of England, also in United Arab Emirates, in 2012.
Pakistan included three pacemen, with Imran Khan taking Shah's place. Left-armer Zulfiqar Babar is the only specialist spinner in the eleven.
England are also without paceman Steven Finn, ruled out with a foot injury. They included leg-spinner Adil Rashid for his first Test.
The remaining two Tests will be played in Dubai (October 22-26) and in Sharjah (November 1-5).
Teams:
Pakistan: Misbah-ul-Haq (captain), Shan Masood, Mohammad Hafeez, Asad Shafiq, Younis Khan, Shoaib Malik, Sarfraz Ahmed, Zulfiqar Babar, Wahab Riaz, Imran Khan, Rahat Ali
England: Alastair Cook (captain), Moeen Ali, James Anderson, Jonny Bairstow, Ian Bell, Stuart Broad, Jos Buttler, Adil Rashid, Joe Root, Ben Stokes, Mark Wood
Umpires: Bruce Oxenford (AUS) and Paul Reiffel (AUS)
TV umpire: Sundaram Ravi (IND)
Match referee: Andy Pycroft (ZIM)