Shelby took that same message to the national airwaves today, telling CNN that the accusers against Moore, including a woman who says he touched her sexually when she was 14, "are believable".
"I think Alabama deserves better," Shelby said.
The two men have moved in similar circles for decades, working together at times. Both are strictly anti-abortion, support conservative financial policies, tougher immigration rules and favour loosening rules on gun ownership along with increased military spending. Both men favour getting rid of the Senate rule that requires 60 votes for most legislation to pass.
When Moore sparked a legal crisis by displaying the Ten Commandments in a state courthouse, Shelby worked with Moore to introduce the Constitution Restoration Act, a bill that would have blocked the federal judiciary's ability to prevent federal employees from acknowledging "God as the sovereign source of law, liberty, or government".
But Shelby says he had concerns about Moore long before the allegations of sexual misconduct. One concern was Moore's willingness as a judge to disobey judicial orders with which he disagreed, a tactic that led state officials to twice remove Moore from the bench.
"At one time, I was a US magistrate in my day, you know a young guy, and I believe in the rule of law," said Shelby. "I disagree with a lot of court decisions, and even a lot of statutory things I don't like, but still it's the law."
Another Shelby concern is the effect that Moore's candidacy, and possible election, would have on the reputation of their state. Over 30 years, through earmarks and other legislative maneuvering, Shelby has directed hundreds of millions of dollars to Alabama to help re-create it as a forward-leaning, business-friendly destination for the high-tech manufacturing, biotechnology and aerospace industries.
"I think the image of anything matters," Shelby said. "It's not 1860. It's not 1900. It's not 1940. It's not 1964 or 1965. It's 2017. And Alabama in a lot of ways is on the cutting edge, on the cusp of a lot of good things."
Friends and allies of Shelby describe the significant turmoil Moore has caused in the state's political and business elite. Business leaders have expressed concern that the current campaign could hurt the branding of the state, which has been experiencing significant economic gains in recent years.
"We want to be attractive to the smartest people in the country," said Fines "Fess" St John, a lawyer in Cullman, who sits on the board of the University of Alabama and has worked with Shelby. "I'm sure the senator is concerned that something that distracts from that narrative doesn't help us."
The fact that Shelby may not stand again for re-election may have also affected his willingness to go public with his concerns. Elected with 64 per cent of the vote in 2016, Shelby, 83, is not set to face re-election until after the winner of Wednesday's election will once again have to face voters in 2020. "I got five years to go," he says of his own plans. "If I live and am blessed to live and am effective, that would be a good five years."
Despite his vocal opposition, Shelby says he thinks Moore will probably be elected, and he will work with him as best he can. "We would all hope if he came up here and became ensconced as a senator that he would work with us," Shelby said.
But in the meantime, he will continue to speak his piece, making an argument at the core of his own professional legacy: The history of the South should not bind its future.
"We are the Deep South. We are part of the Confederacy. My great-grandfather was a captain in the Confederate army, but so was everybody else," said Shelby. "It's are part of who we are. Yet there is a future out there."
"What caused the changes?" he continued. "People want a better life."