He previously played in the National Hockey League (NHL) for the Minnesota Wild, San Jose Sharks and the New York Rangers.

[1] He grew up in his elementary and junior high years attending Cavalier Drive School in Lower Sackville, Nova Scotia.

In January 2006, Sheppard was one of ten QMJHL participants to represent Team Orr in the CHL Top Prospects game, where he recorded one assist.

[3] Sheppard signed an entry-level contract with the Wild in September 2007[1] and began his professional career by making the jump straight from juniors to the NHL.

He made his NHL debut on October 10, 2007, against the Edmonton Oilers, and in his first season with the Wild, he often played major minutes due to injuries to teammates.

[11] At the end of the 2015–16 season, having scored a respectable 11 goals and 25 points in 37 games, Kloten opted not to offer him a contract extension, making him a free agent.

On September 13, 2016, having returned to North America, Sheppard agreed to sign a PTO contract to attend the Vancouver Canucks' training camp ahead of the 2016–17 season.

[15] After three seasons with Berlin, on March 27, 2020, Sheppard left as a free agent and agreed to a two-year contract with Kölner Haie to remain in the DEL.

On October 8, 2021, Sheppard moved to the neighbouring ICE Hockey League in agreeing to a contract with Austrian based club, Vienna Capitals.