In this paper, the Combined Shewhart-CUSUM control scheme has been proposed to monitor the production process when the quality characteristic follows exponential distribution to quickly detect the shift in the process. The simulated values of ARL are determined after the transformation of the data into approximate normal distribution by Nelson transformation method and adding Shewhart control limits to existing CUSUM Control Chart. Scheme parameters (value of k and h) and out of control ARL are calculated at various shift and at various in-control ARL. Parameters are also calculated to detect δ standard deviation shifts, which may be helpful to the quality control practitioners in designing the Combined Shewhart-CUSUM scheme when data is highly skewed.