On August 27, 1898, Sheldon died of heart disease in London. The teaching and writing that she did about research and historical method is considered ahead of its time. The work that she did helped improve history textbooks that are used today. In 1985 and 1986, papers, writings and other materials owned by Sheldon and Barnes were donated to the Sophia Smith Collection at Smith College by Betty Barnes, the daughter-in-law of Earl Barnes, and his second wife, Anna Koehler Barnes.