[1] A right-arm fast bowler, Shepherd made his List A debut for Guyana in January 2016, playing against the Leeward Islands in the 2015–16 Regional Super50.
Opening the bowling with Steven Jacobs, he took 3/37 from 10 overs on debut, including the first two wickets to fall, and was named man of the match.
[4] In July 2020, Shepherd was named in the Guyana Amazon Warriors squad for the 2020 Caribbean Premier League.
Romario was bought by Royal Challengers Bengaluru to play in IPL 2025 In October 2019, Shepherd was named in the West Indies One Day International (ODI) squad for their series against Afghanistan.
In May 2024, he was named in the West Indies squad for the 2024 ICC Men's T20 World Cup tournament.