Sheehan's first book, Among the Barbarians, was published in 1998. The book, written by Sheehan to "lift the veil of intimidation" hanging over critical discussion of multiculturalism and Australia's immigration policies, spent five months on Australian best-seller lists. In 2003, he released his second book, The Electronic Whorehouse, a critical examination of the media in Australia. His third book, Girls Like You (2005), commented on the Ashfield gang rapes, a series of gang rape trials in Australia involving four Pakistani brothers.
Sheehan's columns in the Sydney Morning Herald are generally written from a right-wing perspective and are noted for their criticism of the "human rights industry", Australia's Muslim community, large-scale immigration and the Australian Labor Party. Other topics covered by Sheehan include criticism of the Australian legal system's handling of sexual assault cases as well as criticism of the neo-conservative ideology.