The important role substituents play on proton chemical shifts in heterocyclic compounds was investigated in detail. For this purpose, a considerable number of model oxiranes, oxetanes, and oxathietanes with different substituents were studied in a systematic way. In addition, the oxygen and sulfur heteroatom influence on the chemical shift values was analyzed. The density functional theory (DFT) approximation was employed together with the M06 and the B3LYP functionals and the aug-pcS-1 and the 6-311++G** basis sets. We carried out a careful analysis of the shift values and the changes in the corresponding molecular electrostatic potential surfaces due to substitution. We observed that chemical shift values for the protons closest to the substituents are larger for the chloro and fluoro derivatives than those for the cyano and ethynyl ones. The presence of oxygen as well as sulfur in the ring causes an increase of the chemical shift values, most pronounced for the atom closest to the substituent. A large decrease of the proton shifts was observed when going from methylenecyclopropane to methyleneoxirane that can be attributed to π-electron resonance. Protons diagonal to the substituents behaved in a different way depending on their cis or trans disposition with respect to them. The conclusions of the present study will be useful in theoretical and experimental work on NMR spectra of heterocyclic compounds.