Gather all ingredients.
Heat oil in a deep-fryer to 375 degrees F (190 degrees C).
Whisk flour, cornstarch, and salt together in a large bowl; make a well in the center.
Pour water and egg yolk into the well and mix just until moistened; batter will be lumpy. Stir in egg whites.
Dip one shrimp at a time into batter to coat; do not batter tails.
When three shrimp have been battered, carefully place them into the deep fryer and fry until golden brown, about 1 1/2 minutes.
Remove with a slotted spoon and drain on a paper towel-lined plate. Repeat with remaining shrimp, battering a few at a time while the previous batch is cooking.
