Let d > 1 be an integer. In 1986, Shen defined a class of weight modules F α b (V ) over the Witt algebra W d for α ∈ C d , b ∈ C, and an irreducible module V over the general linear Lie algebra gl d on which the identity matrix acts as multiplication by b. In 1996, Eswara Rao determined necessary and sufficient conditions for these modules to be irreducible when V is finite-dimensional. In this note, we will determine necessary and sufficient conditions for all these modules F α b (V ) to be irreducible where V is not necessarily finite-dimensional. In this way, we obtain a large new family of irreducible W d -modules with infinite-dimensional weight spaces.