The wide range of his activities, interests and acquaintances is reflected in the extent of his surviving personal papers. The bulk of material is made up of letters to him, mainly arranged in three groups; major correspondents, smaller groups of correspondence and single letters. Many of the leading politicians of the period figure among his correspondents. There are significant series of letters from George III, the elder Pitt, Lord Rockingham, Lord Holland, Lord Grafton, and Thomas Orde, all of which discuss government administration and policies and the conduct of economic and military affairs. There are also letters on the development of the armed forces and the campaigns in Europe and America, notably from Admirals Blankett, Keppel and St. Vincent, and from Generals Sir Chales Grey and Wolfe, with smaller series of letters from Admirals Howe and Rodney. Members of the French aristocracy and eminent men in America and Ireland corresponded with Shelburne throughout his life.

Shelburne's great interest in the development of European and world trade, the progress of the East India Company and the advance of the Industrial Revolution is refelcted in substantial series of letters from the banker Sir Francis Baring, the Birmingham iron-founder and merchant Samuel Garbett, and the Liverpool trader and economist Benjamin Vaughan. An intellectual interest in the development of contemporary institutions of the government and commerce led Shelburne to a broader interest in philosophy, in particular the ideas of the French enlightenment. As a result, there are long correspondences with Pierre Etienne Dumont and the Abbe Morellet of the Academie Francaise, tutor to Shelburne's son, and smaller groups of letters from Jeremy Bentham and Sir William Blackstone, Benjamin Franklin, Joseph Priestley and Adam Smith.

Evidence of Shelburne's own opinions is to be found in a box of draft letters, in his political memoranda and reminiscences, in his autobiographical notebooks and in diaries of his travels in Ireland, Wales and on the Continent. The collection also includes family correspondence and estate records. A series of letters from Shelburne's eldest son, Lord Wycombe (later 2nd Marquis), provides details of his education and travels in the years 1773 to 1796. There are letters to Lord Shelburne from his father, John 1st Lord Shelburne and correspondence with his second wife, Louisa.