He was born into a Pashtun family of the Afridi clan and, besides English and Urdu, he can speak Pashto as well.

[11] Shehzad was the leading run-scorer in the 2016–17 Departmental One Day Cup, with 653 runs, including a career-best score in List A cricket of 166 in the semi-final.

[21] In July 2019, he was selected to play for the Amsterdam Knights in the inaugural edition of the Euro T20 Slam cricket tournament.

[27] In November 2021, he was selected to play for the Colombo Stars following the players' draft for the 2021 Lanka Premier League.

The innings which led to a call-up for the national team was a 167 he scored in Pakistan Youth's victory against England.

[30][31] Shehzad made his Test debut against Sri Lanka in 2013 scoring 38 in the first innings and 55 in the second.

[36] Shehzad was caught on camera telling Dilshan:[37] If you are a non-Muslim and you turn Muslim, no matter whatever you do in your life, straight to heaven.During a Pakistan Super League group stage match vs Peshawar Zalmi, Shehzad had an exchange of words and physical conflict with bowler Wahab Riaz.

The Pakistan Cricket Board (PCB) imposed a fine on both players and issued an official warning to them.