[1] Immediately after his ordination, Sheppard became assistant to Monsignor Doane, rector of St. Patrick's Cathedral in Newark; and while serving as curate there, he distinguished himself in church circles by founding and promoting the success of the "Sacred Heart Union," a quarterly established for the purpose of raising funds for the support of the Catholic Protectory.
Monsignor Sheppard was afterwards assigned to the parish at Dover, New Jersey but Bishop Winand Wigger, within a year, put him in charge of St. Nicholas' Church in Passaic.
He put his energy into changing its conditions; and in 1909, County Register James C. Clarke, of Hudson, New Jersey canceled the church mortgage for $100,000 which had been made in 1906 to the Mutual Benefit Life Insurance Company of Newark.
In 1902, Sheppard was made Vicar General of the Diocese; and, a year following, he was the first priest in the United States to receive the distinction of Monsignor at the hands of Pope Pius X.
Sheppard was also one of the influential members of the Bishops Committee that framed what is known as "The Bishops Law" for the regulation of the liquor traffic in the state of New Jersey with a special view to a better observance of the Sunday law and for the suppression of the back rooms some of the drinking places maintained; and he also originated the movement that resulted in the passage of the act prohibiting Justices of the Peace from performing marriage ceremonies.