The Colorado Rockies selected Shealy in the 11th round of the 2002 Major League Baseball Draft.

In his rookie year, he compiled an impressive .330 batting average (30–for–91) with two home runs, 16 RBI, and no errors in 36 games played.

Shealy was the Rockies' primary backup to starting first baseman and five-time All-Star Todd Helton, and was also the designated hitter during interleague games in 2005.

He made a big impact, hitting .280 with seven home runs and 36 RBI in 51 games, before being stopped by illness.

On December 17, 2009, Shealy signed a minor league contract with the Tampa Bay Rays with an invitation to spring training.