Saleh opened the scoring for the hosts in the Group C encounter after 13 minutes and Al Shehhi made the points safe with 20 minutes to go.
With most of their regulars being rested, Al Wahda took an early lead against Ali Daei's Iranian side. Young striker Saleh, who had missed a good chance earlier in the game, finished off a fine move which was initiated by the Al Wahda goalkeeper Moataz Abdullah in the 13th minute.
Abdullah picked out the lanky Al Shehhi with his goal kick and the latter worked his way down the left flank before crossing towards Saleh, who produced a fierce finish that Piroozi custodian Rahman Ahmadi could not keep out of the back of the net.
After a Basheer Saeed free-kick was saved by Ahmadi in the 26th minute, Piroozi came close twice before the break. First Moataz Abdullah did well to stop a dangerous run by Mohammed Nori before the same player saw an effort hit the bar two minutes before the break after Hadi Norozi had done the spade work.
In the second-half, Al Wahda continued to pose more of the attacking threat and after Fahad Masaoud’s effort was saved by Ahmadi, Saeed again had another attempt at goal as this time a header flew just wide of the mark.
Masaoud then ensured Al Wahda increased the lead when he sent a perfect cross and Al Shehhi’s diving header found the back of the net in the 70th minute to leave the visitors staring at defeat.
Ahmadi then pulled off a great save from substitute Abdul Rahim Juma during stoppage time as Al Wahda finally claimed their first win in their sixth and last 2011 AFC Champions League match.