A Shared Nearest Neighbor (SNN) graph is a type of graph construction using shared nearest neighbor information, which is a secondary similarity measure based on the rankings induced by a primary $k$-nearest neighbor ($k$-NN) measure. SNN measures have been touted as being less prone to the curse of dimensionality than conventional distance measures, and thus methods using SNN graphs have been widely used in applications, particularly in clustering high-dimensional data sets and in finding outliers in subspaces of high dimensional data. Despite this, the theoretical study of SNN graphs and graph Laplacians remains unexplored. In this pioneering work, we make the first contribution in this direction. We show that large scale asymptotics of an SNN graph Laplacian reach a consistent continuum limit; this limit is the same as that of a $k$-NN graph Laplacian. Moreover, we show that the pointwise convergence rate of the graph Laplacian is linear with respect to $(k/n)^{1/m}$ with high probability.