Sheppard was selected with the third overall pick by the
Houston Rockets in the
2024 NBA draft. He signed a rookie-scale contract with the team on July 3, 2024. Sheppard made his NBA debut on October 23, 2024, in a 110–105 loss to the
Charlotte Hornets, scoring four points. On January 6, 2025, he was
assigned to the
Rio Grande Valley Vipers. He was recalled to the Rockets after 3 games in the G League with an increased role, including a then-career high of 25 points against the
Oklahoma City Thunder on March 3, 2025, in his first NBA start. Following starting guard
Fred VanVleet's Achilles injury leaving him sidelined for the
2025–26 NBA season, Sheppard assumed a larger offensive role off the bench. On November 26, 2025, Sheppard recorded a career-high 31 points in a 104–100 win against the
Golden State Warriors. On April 1, 2026, Sheppard put up 27 points on a career-high nine three-pointers made in a 119–113 win over the
Milwaukee Bucks. ==Career statistics==