Sheppard was born in White's Row, in London's Spitalfields.[2][3] He was baptised on 5 March, the day after he was born, at St Dunstan's, Stepney, suggesting a fear of infant mortality by his parents, perhaps because the newborn was weak or sickly.[2] His parents named him after an older brother, John, who had died before his birth.[2] In life, he was better known as Jack, or even "Gentleman Jack" or "Jack the Lad". He had a second brother, Thomas, and a younger sister, Mary. Their father, a carpenter, died while Sheppard was young, and his sister died two years later.[2]