Sheldon fought in the battles of Middle Creek, Chickaway Bayou, the capture of Cumberland Gap and his brigade launched the attack on Arkansas Post. Under Major General Ulysses S. Grant he participated in the attack on Port Gibson, Mississippi, and saw action during the assault on Thompson’s Hill. Wounded in the hand by a musket ball, Colonel Sheldon stayed at his post, leading two gallant charges on the enemy position. During the engagements at Raymond, Jackson, and Black River Bridge, Colonel Sheldon followed his regiment in an ambulance but recuperated in time to participate in the siege of Vicksburg.