Bring a large pot of lightly salted water to a boil. Cook angel hair in the boiling water, stirring occasionally, until tender yet firm to the bite, 4 to 5 minutes. Drain.
Preheat oven to 350 degrees F (175 degrees C). Grease a 2-quart casserole dish with cooking spray.
Cook and stir shrimp in a skillet over medium heat until slightly pink, 3 to 5 minutes. Add broccoli; cover skillet and let broccoli steam, about 5 minutes. Remove from heat.
Spread angel hair pasta over the bottom of the prepared baking dish. Top with shrimp and broccoli. Pour Alfredo sauce over shrimp and broccoli; cover sauce with Parmesan cheese.
Bake in the preheated oven until cheese is slightly browned, about 20 minutes.