His first wife was Bertha Adams, whom he married on 4 June 1909. They were divorced a year or so later. His second wife (and the only one with whom he had issue) was Maude Louise Lambert, daughter of Guy W. and Jessie Lambert. Following the birth of their two children, the family moved to Dallas, Texas (in 1927). Sheldon and Maude were divorced on 30 September 1935. Sheldon married Ethel May Hodges Johnson on 1 March 1941, in the First Christian Church of Dallas, Texas.
He was working as a civil engineer for the railroad when his second son was born.
beside his third wife, Ethel.