Mary Downing Sheldon was born in Oswego, New York. She had four siblings. She was the oldest of them all. Her mother was named Frances Stiles. Her father was Edward Austin Sheldon. Her father founded Oswego State Normal and Training School. Sheldon would go to school there. She graduated in 1869. She worked there as a teacher for two years. She then went to school at the University of Michigan. She graduated in 1876 with a degree in classics. She went back to Oswego State Normal and Training School where she taught for two years. She taught history, Latin, botany, and Greek. She stopped work at Oswego and started working at Wellesley College in 1876. She worked there for two and a half years. She used case methods in her teaching. She quit working there in 1879 because she was sick and also had problems with the people who worked there. After she quit, she relaxed so she would feel better, and then traveled for fun. In 1882, she went back to work at Oswego. She wrote a book while she was there, called "Studies in General History". It was published in 1885.