He established the Department of Arms Control in the Ministry of Foreign Affairs and served as its first Director-General from 1997 to 2001.

Earlier, he served as Ambassador for Disarmament Affairs and Deputy Permanent Representative of the People's Republic of China to the United Nations Office at Geneva and other international organizations in Switzerland (1995–1997).

[2] He has served as the Chairperson of the Government Group of the Governing Body of the International Labour Organization, President of the Trade and Development Board of the United Nations, Chairman of the Preparatory Committee and the Committee of the Whole of the United Nations Conference on Trade and Development and Coordinator of the Like-Minded-Group of the Human Rights Council.

In 2007, Foreign Policy magazine published a satirical commentary purporting to be by Sha, the "UN Secretary for Kicking Butt,"[5] and in 2010 called Sha "China's John Bolton" (the famously blunt U.S. ambassador to the UN under President George W. Bush).

At an Austrian meeting of UN officials in September 2010, he said to UN Secretary General Ban Ki-moon, "I know you never liked me, Mr. Secretary-General.