Sheehan joined Leicester City in July 2003 after being spotted by a scout whilst playing for Belvedere. He became a regular in both the academy under 19s and the reserves, playing at left back.
In July 2003, Sheehan joined Leicester City following an observation by a scout during his time with Belvedere. He frequently played for both the academy's under-19s team and the reserves, primarily as a left-back player.