Shaw's first job was doing Morse code for the Army, which she joined on her 17th birthday and served in for ten months. Sheena started out in the adult entertainment industry as a stripper. Shaw first began performing in explicit hardcore movies in 2011. Among the notable companies Sheena has appeared in X-rated features for are Evil Angel, FM Concepts, New Sensations, Wicked Pictures, Jules Jordan Video, and Kick Ass Pictures. She has several tattoos as well as a pierced left nostril.