A music video for "Shelter" was uploaded to Finneas' YouTube channel on September 30, 2019, and was directed by Sam Bennett.
[2] "Shelter" was released as the third single from Finneas' debut EP Blood Harmony for digital download and streaming, through his record label OYOY on August 22, 2019.
[3][7][8] Tosten Burks, writing for Spin magazine, noted the track sounds like an Ed Sheeran song.
[7] He further commented that the track is built around some "urgent acoustic guitar strumming" and a "plucky melody" which is very similar to the marimba line in Sheeran's number one hit "Shape of You" (2017), and is set in a dance tempo.
[4] Ben Kay of Consequence of Sound noted that "Shelter" was "considerably brighter than the material [Finneas] produces for his sister Billie Eilish".
[8] A music video for "Shelter" was directed by Sam Bennett and was uploaded to Finneas' YouTube channel on September 30, 2019.
[13] The visual begins with Finneas frantically walking along the Los Angeles river as groups of dancers try to interrupt his journey.
[5] In October 2019, Finneas performed "Shelter" at the Austin City Limits Music Festival, being backed up by a live band.