Shellfish do not have fins and scales. As the pasuk Shmini 11:9 says
Among all [creatures] that are in the water, you may eat these: Any [of the creatures] in the water that has fins and scales, those you may eat, whether [it lives] in the waters, in the seas or in the rivers.
**Rashi explains:
fins: Heb. סְנַפִּיר. These are [the wing-like appendages] with which it swims [namely, fins].
scales: Heb. קַשְׂקֶשֶׂת. These are the scales that are affixed to it, as it is said: “And he was wearing a coat of mail (קַשְׂקַשִּׂים) ” (I Sam. 17:5), [lit. armor of scales]. — [Chul. 66b]
The next pasuk is explicit.
But any [creatures]that do not have fins and scales, whether in the seas or in the rivers, among all the creeping creatures in the water and among all living creatures that [live] in the water, are an abomination for you.
This means that any sea creature of any type that does not have fins and scales is forbidden. This includes not only shell fish, but all other creatuers living in the water (whether salt or fresh water). That is why sharks, dolphins and other sea creatures are forbidden.