Jeffrey Kyle Sheppard (born September 29, 1974) is an American retired professional and collegiate basketball player.

The 6' 3" (1.90 m) University of Kentucky guard (1993–1998), was named Most Outstanding Player in the NCAA tournament in San Antonio in 1998.

He played on two national championship teams at the University of Kentucky under Rick Pitino in 1996 and under Tubby Smith in 1998.

He played briefly in the National Basketball Association with the Atlanta Hawks during the 1998-99 season, averaging 2.2 points and 1.2 rebounds in 18 games.

He later played professionally in Italy with Benetton Treviso (1999–00) (won the Italian Cup), Cordivari Roseto (2000–01) and Würth Roma (2001).