In this letter, we investigate the shrinkage problem for the non-local means (NLM) image denoising. In particular, we derive the closed-form of the optimal blockwise shrinkage for NLM that minimizes the Stein's unbiased risk estimator (SURE). We also propose a constant complexity algorithm allowing fast blockwise shrinkage. Simulation results show that the proposed blockwise shrinkage method improves NLM performance in attaining higher peak signal noise ratio (PSNR) and structural similarity index (SSIM), and makes NLM more robust against parameter changes. Similar ideas can be applicable to other patchwise image denoising techniques.