According to About.com, cooked shrimp lasts three days in the coldest part of the refrigerator. However, it must be kept in a sealed bag or container to remain consumable.
Cooked shrimp lasts up to two months in the freezer. Frozen, cooked shrimp must also be placed in a sealed bag to remain fresh and fit for human consumption. The safest way to thaw out frozen, cooked shrimp is to place it in the refrigerator overnight. If time does not permit defrosting it the refrigerator, running the cooked, frozen shrimp under cold water is the second-best way to prepare it for consumption.