Sheehan fired the visitors in front against the run of play after 20 minutes at the Keepmoat Stadium, firing into the top corner just out of Neil Sullivan’s reach.
It was the left-back’s first goal for Leeds since joining on loan from Leicester in the transfer window.
Leeds had goalkeeper Casper Ankergren to thank for keeping them in front when he made excellent saves to deny Paul Heffernan and James Coppinger.
Doncaster also had a couple of valid penalty appeals turned down when Jason Price and Steve Roberts were bundled over in the box.
United had their moments but they were few and far between and held on to give their League One promotion play-off hopes a big boost.