On my side, I've found that the two other answers were broken, especially when the line is purely vertical or horizontal. Here is what I did to properly solve the problem. 
Python code:
def sq_shortest_dist_to_point(self, other_point):
    dx = self.b.x - self.a.x
    dy = self.b.y - self.a.y
    dr2 = float(dx ** 2 + dy ** 2)
    lerp = ((other_point.x - self.a.x) * dx + (other_point.y - self.a.y) * dy) / dr2
    if lerp < 0:
        lerp = 0
    elif lerp > 1:
        lerp = 1
    x = lerp * dx + self.a.x
    y = lerp * dy + self.a.y
    _dx = x - other_point.x
    _dy = y - other_point.y
    square_dist = _dx ** 2 + _dy ** 2
    return square_dist
def shortest_dist_to_point(self, other_point):
    return math.sqrt(self.sq_shortest_dist_to_point(other_point))
A test case:
def test_distance_to_other_point(self):
    # Parametrize test with multiple cases:
    segments_and_point_and_answer = [
        [Segment(Point(1.0, 1.0), Point(1.0, 3.0)), Point(2.0, 4.0), math.sqrt(2.0)],
        [Segment(Point(1.0, 1.0), Point(1.0, 3.0)), Point(2.0, 3.0), 1.0],
        [Segment(Point(0.0, 0.0), Point(0.0, 3.0)), Point(1.0, 1.0), 1.0],
        [Segment(Point(1.0, 1.0), Point(3.0, 3.0)), Point(2.0, 2.0), 0.0],
        [Segment(Point(-1.0, -1.0), Point(3.0, 3.0)), Point(2.0, 2.0), 0.0],
        [Segment(Point(1.0, 1.0), Point(1.0, 3.0)), Point(2.0, 3.0), 1.0],
        [Segment(Point(1.0, 1.0), Point(1.0, 3.0)), Point(2.0, 4.0), math.sqrt(2.0)],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(-3.0, -4.0), 1],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(-4.0, -3.0), 1],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(1, 2), 1],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(2, 1), 1],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(-3, -1), math.sqrt(2.0)],
        [Segment(Point(1.0, 1.0), Point(-3.0, -3.0)), Point(-1, -3), math.sqrt(2.0)],
        [Segment(Point(-1.0, -1.0), Point(3.0, 3.0)), Point(3, 1), math.sqrt(2.0)],
        [Segment(Point(-1.0, -1.0), Point(3.0, 3.0)), Point(1, 3), math.sqrt(2.0)],
        [Segment(Point(1.0, 1.0), Point(3.0, 3.0)), Point(3, 1), math.sqrt(2.0)],
        [Segment(Point(1.0, 1.0), Point(3.0, 3.0)), Point(1, 3), math.sqrt(2.0)]
    ]
    for i, (segment, point, answer) in enumerate(segments_and_point_and_answer):
        result = segment.shortest_dist_to_point(point)
        self.assertAlmostEqual(result, answer, delta=0.001, msg=str((i, segment, point, answer)))
Note: I assume this function is inside a Segment class.
In case your line is infinite, don't limit the lerp from 0 to 1 only, but still at least provide two distinct a and b points.