Shrimp, before it's cooked, is a very unappetizing gray-blue color. This color, it turns out, is the exoskeleton (you know, the shrimp's external skeleton).
But heat loosens the hold these protein chains have on the carotenoids and releases the astaxanthin, turning the shrimp its lovely shade of pink. This is the same reason lobsters turn red when you cook them.
One more fun fact: if you've ever heard that flamingos are pink because they eat shrimp, it's because of this same carotenoid. While flamingos eat shrimp that still appear blueish gray (they don't have the luxury of cooking them before eating), the crustacyanin protein chain dissolves in digestion ― releasing the carotenoid that makes flamingo feathers more pink.
Now that you know why, watch the magic happen with these shrimp recipes.
1 Hawaiian Shrimp Truck Special (Garlic Lemon Butter Shrimp)