Sheppard lived in the troublous times of Charles I., and was celebrated for his loyalty. He was the son of a Dr. Harmon Sheppard, a physician, who died July 12, 1639, at the advanced age of 90 years, and of Petronella, his wife, who died September 10, 1650, upon whom he wrote funeral elegies. He is said by Oldys, in his manuscript notes on Langbaine, to have been imprisoned in Whittington Gaol for writing a paper called Mercurius Elenticus, to which circumstance of his life two of the epigrams appear evidently to allude, Lib. 5, Epig. 25, A Frolick to Capt. Blaines, the Poet being Prisoner (for his Loyalty) in Whittington Gaole. And Lib. 6, Epig. 16, My Imprisonment in Whittington for writing Mercurius Elencticus. Sheppard wrote The Times displayed in Six Sestyads, 4to, 1646, with a folding plate, which is quoted by Malone in his Shakespeare, vol. x, p. 187, and of which there is a copy in the British Museum; The Year of Jubliee, or England's Releasement, 4to, Lond, 1646; and The Loves of Amandus and Sophronia, 1650. He was also a dramatic writer, and published in two parts The Committee-man curried, a Comedy presented to the view of all men. A Pie discovering the Corruption of Committee-men, and Excise-men; the unjust Sufferings of the Royal Party, &c. &c. 4to, Lond, 1647, in which Langbaine accuses him of great plagiarism from Sir John Suckling and not without good foundation, for the greatest part of his play is taken in the most barefaced manner from those works. He is supposed also to have written The Jovial Crew; or The Devill turn'd Ranter; being a Character of the roaring Ranters of these Times, represented in a Comedie, &c., 4to, Lond., 1651, and published anonymously.