In 1918 Sheldon received his first pin-up commission, a series of ads for La Vogue lingerie. He went on to do a series of work for the Fox Shoe Company as well as front covers for Collier's Magazine, The Saturday Evening Post and Photoplay.
By 1921 he was contributing high fashion portraits to Woman's Home Companion and Theater magazines. Famous women all over the world arranged to sit for portraits in his studio in Carnegie Hall in New York. The pastels he created for Photoplay 1925-1930 launched his career as a portrait cover artist. During this time period most of the stars sat three or four times for each of these portraits, later came cover art commissions for Screenland, Movie Classic and Radio Digest magazines.