Prepare the shrimp - Rinse the shrimp, pat them dry with paper towels, and place them in a medium-sized bowl, then set aside.
Preheat the oven to 400°F (200°C).
Make the Seasoning- Prepare the Cajun seasoning by mixing the Paprika, Cayenne Pepper, garlic powder, onion powder, oregano, thyme, and salt in a separate small bowl.
Season Shrimp Pour the Cajun seasoning and olive oil into the shrimp bowl and mix them well.
Bake - Arrange the cajun seasoned shrimp on a baking tray. Leave space in between the shrimpss and don't overcrowd the baking tray.Bake shrimp in the oven at 400F/200C for 10 minutes or until cooked (the shrimp will have a pink/orange-like color when cooked). Bring out the shrimp and let it rest for 2 minutes before serving.