- Suffers from Bell's palsy and has worn an eye patch in several episodes of Law & Order: Criminal Intent (2001), with the patch being written into the story line.
- He was involved in two different projects concerning the scandal about Catholic priests and pedophilia: the Emmy award-winning documentary Mea Maxima Culpa: Silence in the House of God (2012) and the Academy Award-winning Spotlight (2015).
- Son, Quin Kalis Sheridan (b. 1997).
- In 1987 he competed with fellow Law & Order: Criminal Intent (2001) actor Courtney B. Vance for the same Supporting Actor Tony Award, which neither of them won. Sheridan's nomination that year was for playing the "All My Sons" role of Chris Keller, which happened to be the character name of Christopher Meloni, another "Law & Order" franchise actor (Law & Order: Special Victims Unit (1999)) in the HBO series Oz (1997). The following year (1988) the same Tony Award for supporting actor was awarded to BD Wong, a featured actor on both Law & Order: Special Victims Unit (1999) and Oz (1997).
- The original, unaired pilot of Veronica's Closet (1997) featured him in the role of Bryce. The producers recast the role with Christopher McDonald sometime over the summer and the scenes featuring Sheridan were reshot. Several early press reports and fall 1997 announcements of the show listed Sheridan as the second star behind Kirstie Alley, so it's very likely that Bryce was originally intended to be a regular character and not recurring.
- Preceded role of Claudius in Hamlet (2000) with equivalent character of Carl (uncle to protagonist seeking his father's murderer) in Let the Devil Wear Black (1999), a contemporary noir derived from "Hamlet".
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