Sharkey was born in St Patrick's Mother and Baby Home in Dublin in 1961, but was brought up in Killybegs, County Donegal. His birth father was a Nigerian student at the Royal College of Surgeons in Ireland, and his birth mother was of Irish descent. With no state supports available for single parents, adoption was the societal norm. Kevin was adopted by the Sharkey family at a very young age. As a child he took part in Irish dancing, which won him 37 medals before the age of 12. He was also a runner-up in the all Ireland Disco dancing championship at Zhivago nightclub at the age of 16.