No, he's never been to Shanghai would be the usual phrase.
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AnonymousP1: He's never been to Shanghai. P2: (Yes/No) he's never been to Shanghai.The problem is not which is correct, but how natural such a comment (P2) is. It's not natural. We don't comment on other people's statements with yeses and nos.
AnonymousOoops...I mean what if the statement ends with has he?Well, now you're asking a completely different question.