In 1965 Shrimpton caused a sensation in very conservative Melbourne in Australia when she arrived for the Victoria Derby race during Melbourne Cup week. She shocked everybody by wearing a daring white shift dress which ended high above her knees, a forerunner of the Miniskirt which became a worldwide craze. To make things worse she wore no hat, stockings or gloves which was very controversial at the time. Shrimpton was blissfully unaware she would cause such reactions among the then staid and prim Melbourne community and media.

Shrimpton was once engaged to 60s photographer David Bailey, on whom the David Hemmings character in the movie Blow Up was based.

Shrimpton and her husband Michael Cox now own a hotel in Penzance, Cornwall (address here). They have a son named Thaddeus. Her younger sister Chrissie was an actress.