Mix onion, celery, and bell peppers in a large bowl. Stir in the rice, diced tomatoes, and tomato paste. Mix in the cajun seasoning and water, mixing well. Note that the mixture will thicken as it cooks. Mix in the shrimp and sausage.
Spread the mixture into a deep, long baking dish and spread it out evenly. Cover with aluminum foil.
Bake for 45 minutes. Test to see if rice is soft, if not bake 10 minutes more and check again. When the rice is done the jambalaya is ready.
Video
Notes
Add more seasoning after baking if you'd prefer a spicier dish!