Sheppard is the son of actor W. Morgan Sheppard.
In early December 2014, Sheppard began dating Sarah Louise Fudge, an Australian mining heiress, after meeting her at a convention for his show, Supernatural. They became engaged on 20 August 2015, before marrying in a private ceremony on 9 November 2016. On 16 September 2015 the couple announced that they were expecting their first child together, a baby girl. Their daughter Isabella Rose Sheppard was born on 1 March 2016.
At 15, he became a professional musician and enjoyed many years as a recording and touring artist with bands including Robyn Hitchcock, the Television Personalities and the Irish group Light a Big Fire. Mark played drums on Light a Big Fire's second album. As a session musician, he recorded albums for many groups throughout Europe, and eventually moved to the United States.
Sheppard starred in the American production of the play Cock and Bull Story (directed by Midnight Express author Billy Hayes), for which he won numerous awards, including the 1992 L.A. Drama Critics' Circle award, and the LA Weekly and Dramalogue awards.
His television work includes the "Fire" episode of The X-Files, a year on the Jerry Bruckheimer action series Soldier of Fortune, guest-starring and recurring roles on The Practice, The Invisible Man, Special Unit 2, JAG, Star Trek: Voyager, The Chronicle, Monk, Las Vegas, CSI: NY, Chuck, CSI: Crime Scene Investigation and White Collar, among others. Mark played a demon named Arnon on an episode titled "Witches in Tights" on the TV series Charmed. He played Badger, a semi-comical cockney-style crime boss in the short-lived Joss Whedon show Firefly and later cast again in another Joss Whedon show, Dollhouse as Paul Ballard's dismissive FBI superior. He has appeared as a villain in season five of the Fox show 24 and as Patricia Arquette's serial-killer nemesis on Medium. He appeared as Romo Lampkin in seasons three and four of Battlestar Galactica, and had a recurring role as Manservant Neville in ABC Family's short-lived cult hit The Middleman. He has been seen as Anthony Anthros on Bionic Woman, as Sterling the nemesis character on Leverage, as the King of Hell Crowley on Supernatural, and as bank robber Tom Prescott on an episode of Burn Notice. He appeared in the pilot episode of the US series White Collar as a villainous master forger and in NBC's Chuck as the Director of the Ring criminal organisation. Most recently, he appeared in the SyFy series Warehouse 13 as Regent Benedict Valda. He appears in the 2011 Doctor Who episodes "The Impossible Astronaut" and "Day of the Moon" playing the character Canton Everett Delaware III. This was the first time Sheppard had appeared in a British TV series. In October 2013, Sheppard returned to White Collar, reprising his 2009 role as master forger Curtis Hagen.
His film credits include the Jim Sheridan film In the Name of the Father, starring opposite Daniel Day-Lewis and Emma Thompson as Guildford Four member Patrick Armstrong; the romantic comedy Lover's Knot; the Russian historical drama Out of the Cold; the thriller Unstoppable; and with Heather Graham and Jeremy Sisto in the dark independent, Broken. He also starred in Megalodon and New Alcatraz.
Mark Sheppard directed his father W. Morgan Sheppard in the film Room 101 and co-stars with him in the psychological thriller Nether World, which the younger Sheppard also co-produced. His father also played the older version of his son's character in the aforementioned Doctor Who and "NCIS" episodes.
He voiced the role of protagonist Michael Ford in The Conduit, whose mentor, John Adams, is voiced by his father W. Morgan Sheppard.
Three times Sheppard has been cast with his father as the same character, each playing the character at different ages. "Canton Everett Delaware III" in the Doctor Who episode "The Impossible Astronaut", War criminal Mercin Jarek a.k.a. "Mr. Pain" in the NCIS episode "Broken Bird" playing the younger version of his father's character, and "Captain Nemo" in the 2012 film Mysterious Island, which Mark Sheppard also directed.
In the 14 April 2017 episode of the Macgyver reboot entitled "Cigar Cutter", he plays an assassin who assumes the identity of murder victim "Dr. Zito", a role his father played in the original series, except "Dr. Zito" was the name of the killer.
Since 2011 Mark Sheppard has been "The Voice" of "BBC America" promos/announcements.