Heat oil in Dutch oven or large saucepan over medium-high heat until hot. With wire whisk, stir in flour; cook about 5 minutes or until mixture turns medium brown, stirring constantly.
Stir in onions, celery and bell pepper; cook about 4 to 5 minutes or until softened, stirring frequently.
Add garlic; cook and stir 30 to 60 seconds or until softened. Add tomatoes, broth, okra and Cajun seasoning; mix well. Bring to a boil. Reduce heat to low; partially cover and cook 25 to 30 minutes to blend flavors, stirring occasionally.
Add shrimp; cook an additional 5 minutes or until shrimp turn pink. If desired, serve with hot cooked rice.