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Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant challenge. A practical issue is that quantum noise is highly unstable and thus it is likely to shift in real time. This presents a critical problem as an optimized VQA ansatz may not perform effectively under a different noise environment. For the first time, we explore how to optimize VQA parameters to be robust against unknown shifted noise. We model the noise level as a random variable with an unknown probability density function (PDF), and we assume that the PDF may shift within an uncertainty set. This assumption guides us to formulate a distributionally robust optimization problem, with the goal of finding parameters that maintain effectiveness under shifted noise. We utilize a distributionally robust Bayesian optimization solver for our proposed formulation. This provides numerical evidence in both the quantum approximate optimization algorithm and the variational quantum eigensolver with hardware-efficient ansatz, indicating that we can identify parameters that perform more robustly under shifted noise. We regard this work as the first step toward improving the reliability of VQAs influenced by shifted noise from the parameter optimization perspective.