We investigated antimicrobial residues, non-typhoidal Salmonella (NTS), Vibrio spp. and their associated antimicrobial resistance (AMR), in shrimps locally purchased in Ho Chi Minh City (Vietnam). In addition, we investigated the relationship between AMR in NTS, Vibrio spp. and antimicrobial residue in the same sample. A total of 40 samples of shrimp heads/shells from different retail sources was cultured using ISO 6579–1:2017 (NTS) and ISO/TS 21872–1:2007 (Vibrio spp.). Phenotypic antimicrobial susceptibility was investigated using Vitek (NTS, 34 antimicrobials) and disk diffusion (Vibrio spp., 12 antimicrobials). A total of 9 (22.5%) samples contained antimicrobial residue, including tetracyclines, fluoroquinolones, sulfonamides and macrolides (in 7.5%, 7.5%, 2.5% and 2.5% of samples, respectively). Shrimp samples from supermarkets had a higher prevalence of antimicrobial residue than those purchased in street markets (50% vs. 13.3%) (p = 0.049). A total of 30 (75%) samples were contaminated with NTS. All samples contained Vibrio spp., with V. parahaemolyticus being most common (87.5% samples). A total of 58.9% NTS isolates were multidrug resistant. With regards to the highest priority, critically important antimicrobials, the highest resistance corresponded to quinolones (14.4–47.8%), followed by 3rd and 4th generation cephalosporins (3.3–7.8%). Vibrio spp. isolates were characterised by their high resistance against ampicillin (82.7%) and 3rd generation cephalosporins (8.3–16.5%). Extended Spectrum Beta-Lactamase (ESBL) activity was detected in 28.1% V. parahaemolyticus isolates. Half of ESBL-positive V. parahaemolyticus strains harboured blaCTX-M1. We found an association between the presence of residues and the number of resistances for NTS (p = 0.075) and Vibrio spp. isolates (p = 0.093) from the same sample. These findings suggest that the presence of residues may contribute to the selection of AMR in foodborne pathogens in shrimps. Authorities should strengthen policies aiming at restricting inappropriate antimicrobial usage in shrimp farming, and step up monitoring of antimicrobial residues and food-borne pathogens at retail in Vietnam.