[1][2] After graduating in 1992, Sheppard spent two years coaching American Legion and high school baseball before joining his father's staff at Seton Hall as an assistant in 1995.
[1] In 2001, Sheppard served as interim head coach while his father missed the season due to heart surgery.
Future Manhattan and Fordham head coach Kevin Leighton played for Sheppard on the 2001 team.
[10][11] From 2011–2014, Seton Hall had four straight 30-win seasons, including a high of 39 in 2014, its first year in the new Big East Conference.
Conference tournament champion Sheppard is the brother-in-law of St. John's head coach Ed Blankmeyer, who is married to his sister, Susan.