Fill a large pot with water; add onion, celery, lemon, and parsley. Bring to a boil over high heat; reduce to a simmer and cook 15 to 20 minutes.
Add shrimp and season with salt. When water returns to a simmer, immediately remove pot from heat. Shrimp should be curled and bright pink. Drain and let cool. Peel and devein shrimp.