Helen Sheehy is the author of three biographies and a textbook, All About Theatre(1981). Her biography of theatre pioneer Margo Jones, Margo: The Life and Theatre of Margo Jones ,(SMU Press 1989) was released in paperback with a new introduction by Emily Mann in 2005. The New York Times Book Review selected Sheehy's biography Eva Le Gallienne (Knopf 1996), about another pioneer of 20th century theatre, as one of its notable books of 1996. Sheehy's biography of the first modern actor, Eleonora Duse: A Biography (Knopf 2003), was also selected by the New York Times Book Review as a notable book. In 2005, Mondadori published an Italian translation of the biography, Eleonora Duse: La Donna, Le Passioni, La Leggenda.
During the early 1980s, Sheehy worked with Mark Lamos at the Hartford Stage Company in Hartford, Connecticut, serving as dramaturg on a number of classics, new plays and adaptations, including Constance Congdon's No Mercy and Lanford Wilson's adaptation of Chekhov's The Three Sisters. From 1992 to 2004, Sheehy co-authored (with Leslie Stainton) the annual desk diary, On Writers and Writing, a collection of biographical essays. From 1985 to 2007, Sheehy was Adjunct Professor of Theatre at Southern Connecticut State University. She was a consultant on Sweet Tornado, a PBS documentary about Margo Jones , served from 1998-2002 on the judging panel for the Kennedy Center Fund for New American Play, and was a contributing historian for Spotlight on Broadway. She has lectured at Lincoln Center Theater's Director's Lab, Yale Drama School, Amherst College, Dallas Museum of Art, Edith Wharton's The Mount's Distinguished Lecture Series, Italian Institute of Chicago, Westport Country Playhouse, the Bushnell Lecture Series, and was keynote speaker for the 2003 Connecticut Book Awards.
Sheehy has contributed numerous articles and essays to American Theatre, Connecticut Magazine, Opera News, Lincoln Center Theater Review, American National Biography, Notable American Women, The New York Times, and other publications. She is a member of PEN and the Authors Guild. She recently completed Just Willa a novel.