Sheldon performed with musicians like Louiz Banks, Zakir Hussain, Taufiq Quereshi, Shankar Mahadevan, Pandit Hariprasad Chaurasia, Rakesh Chaurasia, Niladri Kumar, U Srinivas, Selva Ganesh, Colonial Cousins, George Duke, Al Jarreau, Ravi Coltrane, Earl Klugh, Mike Stern, Trilok Gurtu, Talvin Singh and many more.
He has also playes at the Montréal Jazz Festival 2010 with super fusion group Naad Brahma and at the Borneo Jazz Festival 2011 with D – Company.
He is a part of bands such as SILK, SiTARFUNK, LOUIZ BANKS MATRIXX, DHRUV, INDUS CREED and his band NEXUS.