The victory, secured by Gonçalo Franco’s spectacular volley and Liam Cullen’s second-half finish, nudged Swansea up to seventh in the Championship table.
But Sheehan was frank in his post-match assessment, confessing the performance did not match the result.
“With the Hull game, then at Birmingham, the disallowed goal, and then the penalty the other day – I felt like we should have had more points,” said Sheehan.
“But consistency is key, showing up. Tonight was all about mentality.
“I think we have played a lot better in other games and not got wins so I am very happy to come away with three points and proud of the resilience the lads showed.”
Blackburn had taken a deserved first-half lead through Todd Cantwell, who nodded in after Ryan Alebiosu’s deflected cross.
The Swans had struggled to create much before Marko Stamenic combined with Josh Tymon on the stroke of half-time, the left-back delivering a teasing ball that Franco met with a thunderous first-time strike into the top corner.
Stung by the equaliser, Blackburn pressed after the interval and went close through Cantwell again, forcing Lawrence Vigouroux into a sharp save.
But Swansea struck decisively just after the hour when Sheehan’s substitutions paid off.
Adam Idah broke free on the right and had the composure to cut the ball back for Cullen, who side-footed home from close range.
“I think in moments in the first half we controlled it without creating enough,” Sheehan added.
“Then it was a wonderful ball by Tymo (Josh Tymon) and a wonderful finish from Gonçalo [Franco] after going behind.
“In the second half we made a couple of changes and then Adam [Idah] shows that moment of composure and quality to pick out Culls (Liam Cullen).
“We have got into those areas so many times this season and not come away with as many outcomes as we should have, but it was an excellent finish.”
READ MORE: Alan Sheehan Accuses Referee of Costly Error As Swansea City Held to Draw
Blackburn pushed hard for an equaliser in the closing stages, Yuki Ohashi seeing a header tipped away before Sondre Tronstad fired over when well placed.
But the key flashpoint came in the 86th minute when Cantwell jinked past Cameron Burgess and appeared to be caught, only for referee Leigh Doughty to wave play on.
The decision enraged Cantwell and manager Valerien Ismael, who were both booked for their protests.
READ MORE: Marko Stamenic Urges Swansea City to Bounce Back After Controversial Defeat at Birmingham
Ismael was furious afterwards, insisting the penalty denial had cost his team the game.
“The penalty situation… I think it’s terrible,” he said.
“The decisions against us are changing the start of your season. Managers are losing their jobs because they are not picking up points, but if someone makes the bad decision, then you are losing your job because someone is not doing their job. It’s a terrible feeling.”
The defeat leaves Blackburn hovering just above the relegation zone on goal difference after a fourth successive home loss.
READ MORE: Whisper it Quietly, But Something is Stirring Again at Swansea City
