[6] Shepherd stated in a 2011 interview that he began playing guitar in earnest at age seven, about six months after meeting and being "pretty mesmerized"[6] by Stevie Ray Vaughan, Labor Day weekend in 1984, at one of his father's promoted concerts.

He subsequently made demo tapes, and a video was shot at Shepherd's first performance at the Red River Revel Arts Festival in Shreveport.

Beginning in 1995, Shepherd took seven singles into the Top 10, and holds the record for the longest-running album on the Billboard Blues Charts with Trouble Is....

In 2000, Shepherd played guitar on the end title theme for the animated feature Batman Beyond: Return of the Joker.

As they tour the back-roads, Shepherd, with members of the Double Trouble Band, play with a host of blues greats including Clarence "Gatemouth" Brown and Bryan Lee, Buddy Flett (with whom he jams at Lead Belly's grave), B.

King, blues harp master Jerry "Boogie" McCain, Cootie Stark, Neal Pattman, John Dee Holeman, Etta Baker, Henry Townsend with Honeyboy Edwards, and a concert session with the surviving members of Muddy Waters' and Howlin' Wolf's bands, including Hubert Sumlin, Willie "Big Eyes" Smith and Pinetop Perkins.

In 2010, Shepherd was nominated for a Grammy for Live in Chicago, which featured performances with Hubert Sumlin, Willie "Big Eyes" Smith, Buddy Flett, and Bryan Lee.

In 2014, he released "Goin Home" on Mascot Label Group in Europe, and on Concord Records in the US and the rest of the world.

[8] Shepherd headlined the 2020 Mahindra Blues Festival, along with Buddy Guy, Larkin Poe and Keb Mo.

According to a statement from the organization, the decision was made over Confederate flag imagery displayed on Shepherd's The Dukes of Hazzard "General Lee" car replica.