Shin splints are often caused by running or other repetitive stress to the shins, or calf. The muscles attach to the bone with connective tissue. This tissue can easily become inflamed.
To treat shin splints, the same natural remedies can be effective. You want to treat the inflammation and the connective tissue damage.
Bromelain or other systemic enzyme formulas can be used to treat inflammation. Your body uses internally produced enzymes to heal tissue damage. You are just helping it out by taking systemic or oral enzyme formulas.
Glucosamine sulfate can also be used to relieve the inflammation of the connective tissue. Any type of connective tissue can be treated with natural remedies.
I would also use topical pain relief cream such as Boswellin cream to rub on the painful area.