Sheedy started acting in local stage productions as a teenager. After appearing in several made-for-television films in 1981, as well as three episodes of the television series Hill Street Blues, she made her feature film debut in Bad Boys (1983), starring Sean Penn, where she played Penn's humiliated girlfriend. The 1980s were her most active period, with roles in popular films such as WarGames, The Breakfast Club, St. Elmo's Fire, Short Circuit, and Maid to Order.