Sheksna (Russian: Шексна́) is an urban locality (an urban-type settlement) and the administrative center of Sheksninsky District of Vologda Oblast, Russia, located along the left bank of the Sheksna River, 83 kilometers (52 mi) from Vologda.

The area became part of Ustyuzhensky Uyezd of Belozersk Oblast of Novgorod Governorate.

Simultaneously, uyezds were abolished, and Prisheksninsky District with the center of Nikolskoye was established.

On September 23, 1937 Prisheksninsky District was transferred to newly established Vologda Oblast.

A114 highway, connecting Vologda to Cherepovets and Saint Petersburg, passes Sheksna.

Sheksna has a railway station on the railroad connecting Vologda with Cherepovets and Saint Petersburg.