Questions were also raised about whether the photos would affect Griffin's relationship with CNN, for whom she works as part of the network's annual New Year's Eve coverage.
On Wednesday, CNN terminated its agreement with Griffin to appear on the annual program.
Late Tuesday, the network had called Griffin's photos "disgusting and offensive," according to a statement from a CNN spokesperson.
By all indications, Griffin, an outspoken critic of Trump, knew the images would be controversial.
In a behind-the-scenes video posted by Shields, Griffin asserted to the camera that she and Shields were "not afraid to do images that make noise."
In the same video, Griffin and Shields are shown presumably reviewing footage from their session, and Griffin jokes: "We have to move to Mexico today, but we're going to go to prison -- federal prison...We're not surviving this, okay?"
Shields is well known for his envelope-pushing work.
His photos of a bloody, knife-wielding Lindsay Lohan were among his most headline-generating pictures to date.
The reaction to Griffin and Shields' photos may have gained the attention of the Secret Service, as the agency tweeted late Tuesday that "threats made against @SecretService protectees receive the highest priority of all of our investigations."
The tweet did not mention neither Griffin or Shields by name.
The incident cost the comic at least one endorsement deal.
Squatty Potty, a line of footstools for toilets, said Tuesday it was "shocked and disappointed" and was pulling a new ad campaign starring Griffin.
"It was deeply inappropriate and runs contrary to the core values our company stands for," Squatty Potty chief executive officer Bobby Edwards said in a statement. "We have acted swiftly and decisively to demonstrate our commitment to a culture of decency, civility, and tolerance."