Sheldon is a town in Monroe County, Wisconsin, United States.

The unincorporated community of Oil City, Wisconsin is located within the town of Sheldon.

According to the United States Census Bureau, the town has a total area of 35.3 square miles (91.5 km2), all of it land.

There were 214 housing units at an average density of 6.1 per square mile (2.3/km2).

15.3% of all households were made up of individuals, and 4.7% had someone living alone who was 65 years of age or older.