Šajnović started to study music with eminent Yugoslav musicians - Emil Hajek (piano), Ljubica Marić (composing) and Mihajlo Vukdragović (conducting).

In 1946, he went to Zagreb, in order to continue his musical training with famous conductor from Berlin - Fritz Zaun.

He graduated from the Zagreb Academy of Music, Croatia, SFRY, where he studied conducting, composition, and piano.

Additionally, he performed and recorded as a guest conductor with many orchestras in Yugoslavia and abroad (Vienna, Dublin, Mexico City, etc.)

He was esteemed especially as the interpreter of the operas of Mozart, Beethoven, Verdi, Bizet, Wagner, R. Strauss, Smetana and Devčić.