Target creature you control gains hexproof until end of turn. You gain life equal to that creature's toughness. (A creature with hexproof can't be the target of spells or abilities opponents control.)
Official Rulings for Sheltering Word
5/1/2012 : If a creature gains hexproof in response to a spell or ability controlled by an opponent that targets only it, that spell or ability will countered for having an illegal target when it tries to resolve.