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Biological and artificial microswimmers often encounter fluid media with non-Newtonian rheological properties. In particular, many biological fluids such as blood and mucus are shear-thinning. Recent studies have demonstrated how shear-thinning rheology can impact substantially the propulsion performance in different manners. In this work, we examine the effect of geometrical shape upon locomotion in a shear-thinning fluid using a prolate spheroidal squirmer model. We use a combination of asymptotic analysis and numerical simulations to quantify how particle geometry impacts the speed and the energetic cost of swimming. The results demonstrate the advantages of spheroidal over spherical swimmers in terms of both swimming speed and energetic efficiency when squirming through a shear-thinning fluid. More generally, the findings suggest the possibility of tuning the swimmer geometry to better exploit non-Newtonian rheological behaviours for more effective locomotion in complex fluids.