He served on Edmonton City Council for many years, ran for mayoral, provincial, and federal office, and was an executive member of the United Farmers of Alberta.

At the age of twenty-one, he opened a bakery in Clapham; this business expanded to four shops by the time that he sold it in 1897.

In 1905, Sheppard helped found the Alberta Farmers Association which held meetings in the Ross Block, still standing in Old Strathcona, Edmonton.

Sheppard was a member of a committee responsible for setting up Alberta's first municipal hospitals (the committee was chaired by UFA Health Convenor Irene Parlby and also included UFA President Henry Wise Wood and future Premier Herbert Greenfield).

As the UFA had effectively disbanded its political arm after its total defeat in the 1935 election (it would do so formally in 1939), it did not run a candidate in the by-election.

He ran for re-election at the conclusion of this term, in the 1915 election, but was defeated, placing tenth of fourteen candidates.

With the advent of political parties at the local level in Edmonton, he aligned himself with the Labour faction, against the more conservative Citizens' Committee.

Candidates defeating him included Blatchford, who won again, and Joseph Clarke, who had previously been elected mayor on Sheppard's Labour slate.

Under the rules of Instant-runoff voting Sheppard was the first to be eliminated as transfers were conducted to produce a majority winner.

In 1944, Sheppard was the sole challenger to incumbent mayor John Wesley Fry, but won less than thirty percent of the vote.

In the 1921 federal election, Sheppard put his name forward to be the UFA's candidate in the riding of Strathcona, but was not chosen.