[2] Growing up, he was placed in a daycare run by the mother of Adam Hauser, the University of Minnesota's Golden Gophers men's ice hockey team's starting goaltender.

Upon choosing to leave the team, he called head coach Layne Sedevie of the Bismarck Bobcats in the North American Hockey League (NAHL) to see if there was a spot for him on their roster.

[8] At the end of his first year with the Bobcats, Shepard played in 31 games and yielded a 14-14-1 record, a 3.28 goals-against average (GAA) and a .878 saves percentage.

[10] As a result, he was selected to Team Central at the 2016 Top Prospects Tournament where he recorded a 1.99 GAA[10] and named NAHL's January Goaltender of the Month.

[1] He made his collegiate debut in a 3–1 loss to the Notre Dame Fighting Irish men's ice hockey team on October 15, 2016, where he stopped 35 shots.

[13] His second appearance occurred on March 3, 2017, as a reliever to starter Hunter Miska in the second period against the Western Michigan Broncos men's ice hockey team.

[1] Shepard returned to the Bulldogs for his sophomore season where he battled for the starting goaltender position with Ben Patt and Nick Deery following the departure of Miska.

Coach Scott Sandelin told each goaltender that they would each have a period to prove themselves during the Bulldogs season opener against the Minnesota Golden Gophers.

[17] As the Bulldogs slowly climbed the standings, Shepard set two new UMD records during a February game against the Western Michigan Broncos.

[20] During the offseason prior to his junior year at Minnesota-Duluth, Shepard was invited to participate at the Minnesota Wild and Buffalo Sabres' development camps.

[23] As the Bulldogs entered the postseason, Shepard was named a AHCA First Team All-American, the first UMD goaltender since Alex Stalock,[24] and a final five finalist for the Mike Richter Award.

[25] During the 2019 Frozen Four Tournament, Shepard posted his seventh shutout against the UMass Minutemen ice hockey team, setting a nation-leading 29th win record.

[31] The season was cut short due to the COVID-19 pandemic but Shepard had posted a 22–10–2 record, a 2.18 goals against average, and a .918 saves percentage in 34 games and was selected as an AHCA Second-Team All-American.

[35] Shepard officially concluded his collegiate career on June 25, 2020, by signing a two-year American Hockey League (AHL) contract with the Hershey Bears.

[39] Shepard quickly mirrored his collegiate success during the ECHL's opening month, posting a 2–0–1 record with a 1.89 goals-against average and a save percentage of .935 over three appearances.

[44] Shepard returned to the Stingrays for the 2021 ECHL playoffs, where he helped lead them to the Kelly Cup Finals against the Fort Wayne Komets.

[47] On the back of a successful season in the ECHL, Shepard was signed to a two-year, two-way contract with the Bears affiliate, the Washington Capitals, on July 28, 2021.

[50] Upon being re-assigned, Shepard matched his career-high 40 saves en route to a win over the Greenville Swamp Rabbits in the Stingrays season opener.

[49][57] During the month of February, Shepard remained with the Bears as a backup for Zach Fucale while starting goaltender Pheonix Copley stayed up with the Washington Capitals.

[63] Although Fucale began the season as the Bears' starting goaltender, Shepard earned significantly playing time as he posted a 4–0–2 record through the teams' first 16 games.

[66] He spent seven games serving as backup for Charlie Lindgren while Darcy Kuemper recovered from a concussion[67] but returned to the Bears on December 19 without having made his NHL debut.

[67] He remained the Bears' starter during their Eastern Conference Finals matchup with the Rochester Americans even after being pulled in Game 1 for allowing four goals on 16 shots.

[70] Shepard recorded another shutout during their series to help the team capture the Richard F. Canning Trophy as the AHL's Eastern Conference champions.