We present a density functional theory (DFT) study of solvent effects on nuclear magnetic shielding parameters. As a test example we have focused on the sensitive nitrogen shift of acetonitrile immersed in a selected set of solvents, namely water, chloroform, and cyclohexane. To include the effect of the solvent environment in an accurate and efficient manner, we employed the frozen-density embedding (FDE) scheme. We have included up to 500 solvent molecules in the NMR computations and obtained the cluster geometries from a large set of conformations generated with molecular dynamics. For small solute-solvent clusters comparison of the FDE results with conventional supermolecular DFT calculations shows close agreement. For the large solute-solvent clusters the solvent shift values are compared with experimental data and with values obtained using continuum solvent models. For the water -> cyclohexane shift the obtained Value is in very good agreement with experiments. For the water -> chloroform NMR solvent shift the classical force field used in the molecular dynamics simulations is found to introduce an error. This error can be largely avoided by using geometries taken from Car-Parrinello molecular dynamics simulations.