We extend some results about shifted Schur functions to the general context of shifted Macdonald polynomials. We strengthen some theorems of F. Knop and S. Sahi and give two explicit formulas for these polynomials: a q-integral representation and a combinatorial formula. Our main tool is a q-integral representation for ordinary Macdonald polynomial. We also discuss duality for shifted Macdonald polynomials and Jack degeneration of these polynomials.