If my opponent attacks my battlefield and I react by playing Shen there, is Shen considered an attacker for Ahri's ability?

Ruling: No, Shen is not considered an attacker. When you are the defender in combat, all your units are defenders.

Nuances:

• This applies even when you play a unit as a reaction during an opponent's attack
• The attacker/defender status is determined by who initiated the combat, not when units enter play