Originally Posted by deep_sky

http://en.wikipedia.org/wiki/Shin_splints

Had them so bad when running I eventually gave up the sport as nothing seemed to help it, so I concluded that I was simply not put together correctly to tolerate the stresses of running long-term. I don't suffer from splints with cycling, however. The pain of shin splints is your body's way of telling you that it can't tolerate whatever stress is being placed upon it.Only way I can think of to aggravate the shins during cycling is to continually drop your heels to the point where your shins are straining to keep the heel so far down. The stress of that might trigger the same sort of irritation and pain. I would at the very least dial down the amount and intensity of riding, and try to do regular icing, stretching, and massaging (if you can tolerate it) to lessen the discomfort.

Are you a heel down or heel up style of pedaler? Did you get the splints from cycling or from running and are now trying to cycle to maintain fitness?