Shedden's Career as head coach started when he was hired to take over the
Wichita Thunder in 1992. After leading Wichita to back-to-back CHL championships in 1993-94 and 1994–95, Shedden coached several teams in
UHL,
CHL and
ECHL before becoming the head coach for
St. John's Maple Leafs of the
AHL, where he guided the team to their best record for wins in franchise history in their final year in St. John's. After that Shedden was hired by
Finnish SM-liiga team
HIFK to replace
Dave King, who had decided to go to
Metallurg Magnitogorsk of the
Russian Superleague instead of HIFK. Shedden's single season at the helm of HIFK was good and the team fought its way to the bronze medal game. HIFK however lost to
HPK. After his debut in the SM-liiga, Shedden was acquired by HIFK's local rivals
Jokerit, where Shedden made an impact during his first season as the head coach of the team. Jokerit survived all the way to the Finals but were defeated by
Kärpät. Shedden's second season as the head coach of Jokerit was a bit of a disappointment. Jokerit did advance to the playoffs, but were defeated four games to three by
Espoo Blues in the Semifinals even though Jokerit had a 3–1 lead in the best-of-seven series. The 2007–08 Season with Jokerit was Shedden's last, as he was contracted by
EV Zug, a
Swiss professional ice hockey team playing in the Swiss
Nationalliga A (NLA). He spent six years at the Zug helm and coached EVZ to five playoff semifinal appearances. When Zug finished the 2013-14 regular season in 10th place and missed the playoffs, Shedden was relieved of his duties. In October 2014, Shedden took over the reins at
Medveščak Zagreb of the
Kontinental Hockey League (KHL) and parted ways with the team at the end of the 2014–15 season. He returned to Switzerland, accepting the head coaching job at NLA side
HC Lugano in October 2015. He coached the team to an appearance in the NLA finals in his first year, where they were defeated by
SC Bern. In 2015 and 2016, he led HCL to the
Spengler Cup final, where they fell short to Team Canada twice. On January 16, 2017, Shedden was fired by HC Lugano. He was appointed as
ERC Ingolstadt head coach on December 22, 2017, signing a deal for the remainder of the 2017–18 season with the German
DEL team. In October 2025,
Vaasan Sport announced Shedden as their new coach for the 2025–26 Liiga season. Shedden left Vaasan Sport in December and later joined HC Bolzano. == National team coaching ==