I can go to ‘WooCommerce -> Settings’ link from side bar admin menu & select ‘Catalog’ tab & then tick 2 check boxes “Show subcategories on the shop page”
But this shows a list of categories, then all products.
What i want is on shop page, At first category title, then its products under it, then next category and its products.
In short, i want to list all products category wise.
You could create a new shop page and use the woocommerce shortcodes in combination with headers to create a list of products organized by category. For example, in the HTML editor you could do something like this: