To keep your shrimp moist, avoid overcooking them! Shrimp cook very quickly and become tough and rubbery if overcooked. Pay close attention to the cooking time and remove them from the heat as soon as they turn pink and opaque. This helps retain their natural moisture and ensures a tender texture. Also, cooking shrimp quickly over high heat helps to retain their moisture. High heat ensures a faster cooking process, reducing the time for moisture to evaporate.