Like the rest of the continent, many members of the Penguins organization likely went to bed Wednesday night under the assumption that Iginla was bound for the Boston Bruins.
Shero's two sons certainly were buying into the rumors on the television and Internet.
"The first people I called was my kids to let them know we acquired Jarome Iginla," Shero said. "They said, 'No, you didn't. He's going somewhere else -- we see it on TV.'
"I said, 'No, I think we're getting him.'"
And just like that, the team with the best record in the Eastern Conference -- one that hasn't lost in a month -- got even stronger.
Pittsburgh acquired 35-year-old Iginla, a 500-goal and 1,000-point scorer, for prospects Ben Hanowski and Kenny Agostino and a 2013 first-round pick in a deal that was announced after 1 a.m. ET Thursday morning.
Throughout the locker room after the morning skate in advance of their game against the Winnipeg Jets on Thursday, Penguins players reported waking gleefully to texts telling them of the news.
Right wing James Neal -- a possible projected linemate for Iginla -- was one of the few who was awake as the trade shockingly went down after hours of speculation that Iginla was about to become a Bruin.
"I was just laying in bed last night -- a little later than I should have been -- just reading Twitter, and I saw it was a done deal to Boston, so I was trying to go to sleep to that," Neal said. "And then I read it again and it was to the Penguins -- pretty crazy, but obviously a huge addition to our club.
"We've got a lot better in the last few days."
Already atop the Eastern Conference standings, already having built a still-ongoing 13-game winning streak that has been surpassed four times in NHL history, already with the consensus best player in the world in League scoring leader Sidney Crosby, the Penguins have added quite the bounty since Sunday.
Pittsburgh won the Stanley Cup four years ago, and it entered the 2012 Stanley Cup Playoffs as arguably the favorite to claim the Cup again, but the Penguins lost in the first round.
Partially as a result, Crosby shrugs off suggestions that the Penguins will now feel enormous pressure to bring the Cup back to Pittsburgh.
"I think before this trade, we would have been in the conversation," Crosby said when asked if the Penguins are the NHL's best team on paper. "Opinions and what people think as far as the outlook, we're always in the conversation as far as favorites. We're OK with that, but I think we have to realize there is a lot of work left.
"Everyone knows there are a ton of teams that have been in those conversations that haven't panned out. That's not a team that we want to be."
While many presumed the acquisition of Morrow removed the Penguins from the Iginla sweepstakes, Pittsburgh coach Dan Bylsma allowed that the coaching staff considered the possibility seriously enough that it was kicking around ideas for possible Iginla linemates.
Like Morrow before him, Iginla had to waive a no-trade clause for any move to go through -- in effect, he had to give his stamp of approval to come to the Penguins.
"With the chemistry we have in our dressing room," Bylsma said, "we're talking about players who are choosing to come to Pittsburgh and be part of our team and our chance to win hockey games and win the first four games of the playoffs."
Shero deflected any credit for landing arguably the crown jewel of this season's trade deadline, praising ownership for not only authorizing spending up to the salary cap but also for spending, as he said, "real dollars."
Shero also mentioned the presence of Crosby and reigning NHL MVP Evgeni Malkin and the 3-year-old home arena of the Penguins, Consol Energy Center, as part of what has made Pittsburgh such a destination franchise for players across the League.
"He had other opportunities," Shero said. "For him to come here says a lot about the team we have here."
Still, it takes two teams to trade. And Shero had all but written off the chances of landing Iginla as he sat in his office late Thursday night watching the Flames play the Colorado Avalanche on television.
In talks over the prior week, Shero said he never asked general manager Jay Feaster or anyone from the Flames what other teams were in the running for picking up Iginla.
"It wasn't my business," Shero said. "It's their player, and they control the process."
So as Shero, like everyone else in the hockey world, heard and read that an Iginla-to-Boston deal was being consummated, he figured he'd have to look elsewhere for additional upgrades to his team.
Then, the phone rang. It was Feaster.
"He said, 'Can you do this?'" Shero said. "And that's when you agree to it, and that's when reality set in. 'We've got a deal.'"
It was a deal few saw coming.