Preheat the oven to 450 degrees F (230 degrees C).
Mix fajita seasoning and olive oil together in a large bowl. Add shrimp; toss to coat.
Lay out seasoned shrimp in a single layer on a baking sheet. Add bell peppers, red onion, and jalapeño; mix with shrimp and spread out evenly.
Roast in the preheated oven until shrimp are opaque, 8 to 10 minutes. Transfer shrimp to a serving plate.
Broil pepper mixture until lightly blackened, 2 to 3 minutes. Transfer to the serving plate with shrimp.
