The ex-Shamrock Rovers striker has been clocking up the miles since signing for the Royals in January.
Sheppard's fitness was not up to the levels of his new team-mates as he arrived just when the Irish pre-season was about to begin.
It meant a week of solid running on the treadmill in a bid to catch up with the rest.
And the 20-year-old former Everton trainee is certainly making up for lost ground after forcing his way into the squad that travelled to Doncaster Rovers last weekend.
He said: "I travelled up to Doncaster with the squad. I'm not sure if I would have played but the weather turned so I couldn't really find out.
"Hopefully I can keep doing well and get in a few more Reading squads.
"It's been a bit hectic with settling in but I'm getting there slowly but surely. I just need to get a few games in but the weather hasn't helped.
"I've only played 45 minutes for the reserves so far but I've been getting my fitness up now."
And he added: "When I first came to Reading I was a fair bit off the team. I would have been going into pre-season in Ireland so to make up for it I had to do a week of running by myself.
"I clocked up the kilometres and I was delighted to see the back of that treadmill. I'd say I'm two or three weeks off match fitness now but I'm getting sharper with each training session.
"You can train as much as you want but you really get your sharpness from playing matches."
Sheppard has been with the Royals for a month and the striker has settled in quickly with the help of Noel Hunt, also formerly of Shamrock Rovers.
"Noel's a top lad," he joked. "He's looked after me very well from day one and having both been at Shamrock Rovers we know the same people.
"We're getting on very well. He hasn't shown me the delights of Reading yet, but I'm sure he will."
Sheppard turned down offers from a string of Championship clubs to sign for Royals a matter of days before Anton Zingarevich's takeover was announced. That was quickly followed by a string of new signings including Blackburn striker Jason Roberts.
"It was unexpected," admitted Sheppard. "I was settling in, then the next thing a new regime begins under new owners.
"I knew it was going to be hard to get in the team but competition is always good and hopefully it will raise my game."
He added: "I'm only young so it's good to have someone around like Jason to look up to and take notes off. It's good to learn from someone who has been there and done it.
"He's always helping younger lads in training, just little things like reminding us to keep our bodies over the ball when we're shooting. It all helps."