Sheldon came of an old Catholic recusant family, and after a dissolute youth at home and abroad conformed to the established church. This enabled him to become a colonel of volunteers and a Member of Parliament. In 1775 he joined Brooks’s Club. His intimacy with the 4th Duke of Marlborough’s family and relationship to the 10th Earl of Pembroke made him an ideal go-between to settle the marriage of Pembroke’s heir to the duke’s daughter. He stood proxy for the duke’s friend Francis Burton in October 1801 in the canvass for the city of Oxford.
Sheldon appeared on the Treasury list of supporters after the election of 1812. He invariably supported Catholic relief thereafter. In other respects he could normally be relied upon to attend in support of government. In 1818 he was on the ministerial dinner list.
He died 22 Nov. 1822, described by ‘Nimrod’ as ‘that perfect example of the old English gentleman’.
