The American alpine skiing star, who is the most successful slalom skier in World Cup history, crashed out just after a few gates in the top part of the 'Ice River' track in Yanqing on a course set by her coach Mike Day.
That was the third race that Shiffrin has been unable to complete during these Winter Games after early exits in both the slalom and giant slalom. She finished ninth in the Super G last Friday and 18th in the downhill on Tuesday.
"I don't really understand what's not working on these races and especially today," said Shiffrin on Eurosport-Discovery.
She continued "Even in the GS and the slalom race, I felt maybe I had a too high intensity, like I was trying too hard and I just didn't get into my rhythm first. But today I was like, 'I'm much more relaxed'. Just, 'Hey, it's slalom. I know how to do slalom. I will take the chance to get into my tempo and then I'll start pushing each gate, just building from there.'
"And I didn't want to hold back on the run just to make it to the finish. And I wasn't. But I also wasn't going 110 percent. I was just skiing and it still didn't work. So I don't have a really good explanation for it. And that's like, you can imagine how annoying that is for me because I always, always want to find an explanation. And right now, it's just, yeah, there isn't one."
Shiffrin: I felt prepared to handle pressure
Shiffrin explained that pressure wasn't the problem: "There are some races where I feel insane pressure," she said.
"I've talked about it before. My whole career... I mean, the last Olympic year, you know, in South Korea, I was feeling it. And the year before that, it was insane. But I was still, yeah, I mean, I've had pressure pretty much my whole career and especially the last years, and I didn't feel here at any point like pressure was overwhelming. I felt prepared to handle that coming into this Games.
"I think I just I wanted to ski really good, fast skiing, and it's not anything I ever practice to take something back in order to get more. And I maybe I don't know what to learn from that, because I think it's going to be different already in the next World Cup race that you have to go again 110 percent in order to have a chance for the podium. And yeah, it's a really, really strange thing."
Shiffrin appeared to be in a good position to bid for a medal after finishing just 0.56 seconds off the pace in the downhill run held in the morning when she used Sofia Goggia's skis.
She crossed the finish line in a time of 1:32.98 seconds, which was more than half a second quicker than her top mark set during the last practice run on Wednesday, and the fifth fastest time.
Shiffrin confirmed that she would also compete in the mixed team event on Saturday (19 February), becoming the second woman after Petra Vlhova in 2018 to race in a record six events at the Winter Olympics.
"It'll probably be a liability to be in the team, Jeez... Maybe I should just do downhill now, at least I could finish," the 26-year-old said with a smile.
Get the latest from all the events in China in our Live Blog updates.
Mikaela Shiffrin Schedule
Women's Alpine Combined Slalom - medal event
14:00 - 15:19 (Beijing time)
Where to watch Mikaela Shiffrin race
From the Opening Ceremony to athlete action, here's where and how you can watch the Winter Games in your region via the Official Olympic Broadcast Partners.