The Swansea head coach watched his team go 1-0 ahead against Pep Guardiola’s serial winners, before they eventually succumbed, 3-1, to exit the Carabao Cup.
For half an hour, though, the Swans looked perfectly capable of a huge upset and a place in the quarter-finals, before Goncalo Franco’s goal was eventually overtaken by efforts from Jeremy Doku, Omar Marmoush and Rayan Cherki.
Well, maybe not quite perfectly capable, as Sheehan himself highlighted.
Melker Widell had a wonderful opportunity to make it 2-0 but was unable to find a faultless finish.
“We started the game incredibly well, on the front foot, we went 1-0 up, and then we had an opportunity to make it 2-0 and you have to be perfect,” said Sheehan.
“You have to be perfect against this kind of team and you have to understand that the pressure they put you under - when they camp you into these areas - eventually means you can run out of a bit of steam.
“But, in terms of attitude, endeavour, honesty, I'm very proud, very proud of the team, the football club, the fans, and how everybody conducted themselves tonight.
"The atmosphere was wonderful.”
Sheehan was right to stress Swansea’s 9 out of 10 display for 30 minutes, which surpassed anything they have managed in the Championship in a disjointed and faltering campaign so far.
As an attacking threat, that excellence did not last beyond the half hour, but there was enough clarity in their defensive efforts to make Guardiola and his team earn their money.
The challenge for Sheehan now is to transfer this level of performance into their week-to-week Championship grind, which would be enough to turn them from fringe candidates to genuine promotion challengers.
His team also provided the Irishman with plenty of food for thought in terms of selection as Widell, Kaelan Casey, Zeidane Inoussa and Ishe Samuels-Smith all made cases of varying strength for more regular starting opportunities.
Sheehan added: “For the first half an hour, we were outstanding.
"The performance in general was good and I was really happy to get that goal, a wonderful goal by Franco.
“We spoke about taking confidence from this. Potentially, this would be the best team that wey play and you have to take that confidence and understand the things you did well, what we want to get better at, and to bring it forward now with us.”
Swansea’s lead lasted from the 12th minute to the 39th, when Doku struck a deflected equaliser.
It stayed level until 13 minutes from time when Manchester City’s relentless running off the ball and neat patterns eventually opened up enough space for Marmoush to score and for Cherki to later finish the job.
A relieved Guardiola said: “We started with a really good tempo. We were not flat but they were better.
“In this competition, the first minutes the home team always gets a boost and they deserved a goal.
“I would say they were impressive but after 25 minutes we took the game.
“We couldn't score the second one because of mistakes in our build-up and processes. But in general the team was a little bit better.
“We arrived with more chances and the second half and I was really pleased because I know how difficult it is away and we are now in the quarter-finals.”
Swansea’s football in the opening half hour was arguably their best of the season so far.
They matched their high quality opponents in every aspect and led through a wonderful goal from Franco after 12 minutes.
The Portuguese midfielder clipped a superb arcing shot from the edge of the box with a casual air that seemed to tease stranded goalkeeper James Trafford.
It followed an incisive run infield from Josh Key, who breezed past Rayan Ait-Nouri before rolling the ball perfectly into the path of Franco.
The roar that greeted the goal was reminiscent of the noise generated during the heady days of the Premier League, when the likes of Manchester City were regular visitors.
The volume level might have climbed higher still had Widell managed to find the far corner after intercepting a stray pass across the visitors’ defence.
But Trafford managed to get enough of a touch on the ball to deflect it wide of the post.
From that point on until the interval, the Swans were disciplined and organised in defence, earning their piece of luck when Cherki rolled a low shot that came back off the foot of the post.
But the fortune was with Guardiola’s men moments later when Doku’s shot from outside the box took a big deflection off Swans' defender Cameron Burgess to skip the ball past Andy Fisher.
Manchester City's increasing dominance continued until the break and was maintained at the start of the second half.
But even though all the tempo and possession was in their control, City were unable to break Swansea’s resolve.
A series of last-ditch tackles and blocks denied Marmoush, Cherki and Doku as the Swans sensed the gambler’s chance of a penalty shoot-out.
That hope lasted until the 77th minute when Egyptian Marmoush suddenly slipped his markers with a tight turn and in the next moment rifled a shot high across Fisher and into the roof of the net.
If that felt a touch cruel, there was more pain to follow in added time when Cherki slotted home after too many white shirts were taken into too many blind alleys once too often.
