She is queer, and in a relationship with Nadia Alexander, who starred with her in Blame, which Shephard also wrote, co-produced, edited and directed. They met during the film's production in 2015. The couple became engaged in September 2021 when Alexander proposed while working on Shephard's second film, titled Not Okay, released on Hulu at the end of July 2022. Alexander has a supporting role in the film. As a writer, she created and wrote the 2024 Hulu series Under The Bridge.
Film roles:
- Harrisons Flowers as Margaux Lloyd
- From Other Worlds as Linda Schwarzbaum
- Unaccompanied Minors as Donna Malone
- Assassination of a High School President as Eye Patch Girl
- Windsor as Kat
- Sweet, Sweet Lonely Girl as Beth
- Blame (2017) as Abigail Grey (also co-producer, director, editor and writer)
- The Miseducation of Cameron Post as Coley Taylor
- Midnight Sun (2018) as Morgan
- The Man In The Woods as Jean Fenny
- Not Okay as herself (also director and writer)
TV roles:
- Law & Order: Special Victims Unit as Emma Butler (1 episode)
- Made in Jersey as Kate Garretti (1 episode)
- Trooper as Olive Flaxton (Made for TV film)
- Hostages as Morgan Sanders (main role)
- The Blacklist as Abby Fisher (1 episode)
- And Were Out Of Here as Scarlett (Made for TV film)
- Believe as Sasha Ferrel (1 episode)
- Person of Interest as Claire Mahoney (2 episodes)
- Almost There as Scarlett (Made for TV film)
- Redliners as Katie Rhymer (Made for TV film)
- God Friended Me as Rachel Blake (2 episodes)
- Bull as Tally North (1 episode)
