 Sheldon began illustrating when she was nine years old, contributing to her mother's book, "Alice in Elephantland", a children's book about the family's second trip to Africa, appearing in it as herself.She later had an exhibit of her drawings of Africa at the Chicago Gallery, arranged by her parents.Although she illustrated several of her mother's books, she only sold one illustration during her lifetime, in 1931, to "The New Yorker", with help from Harold Ober, a New York agent who worked with her mother.