UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION

                             Washington, D.C. 20549

                           ---------------------------

                                    FORM 8-K

                                 CURRENT REPORT

                     Pursuant to Section 13 or 15(d) of the
                         Securities Exchange Act of 1934


                Date of Report (Date of Earliest Event Reported)
                                  June 20, 2002


                               THE SHAW GROUP INC.
             (Exact name of registrant as specified in its charter)

<Table>
<Caption>
                Louisiana                                0-22992                             72-1106167
                ---------                                -------                             ----------
                                                                          
    (State or other jurisdiction of            (Commission File Number)         (IRS Employer Identification No.)
            incorporation)
</Table>

                  4171 Essen Lane, Baton Rouge, Louisiana 70809
              (Address of principal executive offices and zip code)

                                 (225) 932-2500
              (Registrant's telephone number, including area code)


           8545 United Plaza Boulevard, Baton Rouge, Louisiana 70809
         (Former name or former address, if changed since last report)







ITEM 5. OTHER EVENTS.

         On June 20, 2002, The Shaw Group Inc. issued a press release that is
filed herewith as Exhibit 99.1.

ITEM 7. FINANCIAL STATEMENTS AND EXHIBITS.

         (c)      Exhibits:

                  99.1. Press Release dated June 20, 2002 - The Shaw Group Inc.
         Signs Agreement With Turner Industries Group




                                   SIGNATURES

         Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.

                                          THE SHAW GROUP INC.
                                              (Registrant)

Date:      June 20, 2002           By:   /s/  Robert L. Belk
                                      -----------------------------------------
                                      Robert L. Belk,
                                      Executive Vice President
                                      and Chief Financial Officer



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                               THE SHAW GROUP INC.

                                  EXHIBIT INDEX

                                    Form 8-K
                                  June 20, 2002

<Table>
<Caption>
EXHIBIT
NUMBER            DESCRIPTION
- -------           -----------
               
 99.1             Press Release dated June 20, 2002 - The Shaw Group Inc. Signs
                  Agreement With Turner Industries Group
</Table>





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