Two days after the Battle of Fort Sumter that initiated the American Civil War, Shepherd and his brother each enlisted in the 3rd Battalion of the District of Columbia volunteers. The term of enlistment at that time was only three months, after which Shepherd was honorably discharged. On January 30, 1861, he was married to Mary Grice Young, with whom he raised seven children. Her niece, Marie Grice Young, was the piano teacher of Theodore Roosevelt's children and a "Titanic" survivor.