Shepard starred at Wheaton College, where he graduated in 2010. Shepard appeared in 22 games in his senior season, recording nine saves (fifth most in NCAA Division 3 in 2010) with a 1.04 ERA. He was named a Division 3 All-American by D3baseball.com and was a member of the NEIBA All-Star team, featured at Fenway Park.
After college, Shepard joined the New York State League Federals of the Canadian-American Association. He threw in 18 games for the Federals out of the bullpen, holding a 2-3 record with three saves and a 4.34 ERA. He was dealt to the Rockland Boulders of the CAMA midway through the season and held a 1-1 record with Rockland. Shepard spent 2012 as the pitching coach at Rivier University in Nashua, NH.