He studied for the ministry at
Cuddesdon College and was ordained priest in 1908. Returning to work with the poor at Oxford House, in 1910 he suffered the first of what would prove to be recurrent breakdowns due to overwork. With the onset of
war, Sheppard spent some months as chaplain to a
military hospital in France, before being sent home with exhaustion. He had joined the chaplaincy soon after war was declared.
Bishop Gwynne, who became deputy chaplain-general on the Western Front, wrote of Sheppard, 'He is a man of real magnetic power and has left his living of St Martin's-in-the-Fields to come out with the Australian hospital'. Sheppard wrote to Lang of his experiences, "I've sat in a dugout expecting the Germans at any moment all through one night. I've held a leg and several other limbs while the surgeon amputated them. I've fought a drunken Tommy and protected several German prisoners from a French mob. I've missed a thousand opportunities and lived through a life's experience in five weeks." Sheppard had a breakdown which resulted from this experience, and these few weeks in France affected his view of warfare. Supported by Lang, he returned to the fashionable and high-profile living at
St Martin-in-the-Fields, turning the church into an accessible social centre for all those in need. He married Alison Lennox, who had nursed him during his breakdowns, in 1915. Such was its resonance with the public that it became an annual event that continues to this day. Lang, appointed
Archbishop of Canterbury in 1928, supported the appointment of Sheppard as
Dean of Canterbury in 1929. Although his preaching attracted huge audiences, illness once again forced resignation in 1931. ==After resignation==