Shepard came to writing late,[2] having first enjoyed a varied career, including a stint playing rock and roll in the Midwest and extensive travel throughout Europe and Asia.

Algis Budrys, reviewing Green Eyes, praised Shepard's "ease of narrative style that comes only from a profound love and respect for the language and the literatures that have graced it.

Many of these, such as "Black Coral" (which concerns an American living on an island off of Honduras) and "The Jaguar Hunter" (the story of a man whose wife's debt forces him to hunt a mythical black jaguar, which his people consider sacred), explore cultural clashes.

On that same note, he published many works where culture and geography were secondary (his novella "Jailwise" is a prime example), preferring to focus on wider questions such as the role of justice in society.

He researched the Freight Train Riders of America and spent time riding the rails, writing both fiction and nonfiction based on those experiences.

He served on the jury of the Neuchâtel International Fantastic Film Festival (NIFFF) with the American director Joe Dante.