Keith Wayne Shepherd (born January 21, 1968) is an American former baseball middle relief pitcher.

Shepherd played in Major League Baseball (MLB) from 1992 through 1996 for the Philadelphia Phillies (1992), Colorado Rockies (1993), Boston Red Sox (1995) and Baltimore Orioles (1996).

He posted a 2–5 record with a 6.71 earned run average and three saves in 41 appearances for the Phillies, Rockies, Red Sox and Orioles.

He also served as the assistant baseball coach under Justin Denney at Wabash High School.

Shepherd also pitched in the Brother Elephants of the Chinese Professional Baseball League (CPBL).