Sheldon Keefe is currently an owner of the Pembroke Lumber Kings ice hockey team. On June 6, 2006, Keefe became the Lumber Kings' head coach and general manager. Under Keefe the Lumber Kings have won 2 straight Central Junior A Hockey League championships.
He played 125 games for the Lightning. In the summer of 2004, Keefe was acquired by the Phoenix Coyotes. In September 2005, Keefe was re-signed as a restricted free agent by the Phoenix Coyotes and re-assigned to San Antonio (AHL). Keefe isn't listed as playing any games in the 2005–06 season.
Sheldon Keefe's best career moments occurred during his two years playing in the Ontario Hockey League. In 1998–99, Keefe scored over 100 points, and was named the OHL Rookie of the Year, over Jason Spezza and Brad Boyes. In 1999–2000 he was the OHL's leading scorer, with 121 points (48 goals, 73 assists) in 66 games.
- OHL All-Rookie Team (1999)
- OHL Emms Family Award (Rookie of the Year) (1999)
- OHL Second All-Star Team (2000)
- OHL Eddie Powers Memorial Trophy (Top scorer) (2000)
- OHL Jim Mahon Memorial Trophy (Top scoring right winger) (2000)
- Canadian Major Junior First All-Star Team (2000)
- Memorial Cup Tournament All-Star Team (2000)
|1995–96||Toronto Young Nationals||MTHL||45||66||71||137||-||-||-||-||-||-|
|1998–99||Toronto St. Michael's Majors||OHL||38||37||37||74||80||-||-||-||-||-|
|2000–01||Tampa Bay Lightning||NHL||49||4||0||4||38||-||-||-||-||-|
|2001–02||Tampa Bay Lightning||NHL||39||6||7||13||16||-||-||-||-||-|
|2002–03||Tampa Bay Lightning||NHL||37||2||5||7||24||-||-||-||-||-|