The Swans head coach admitted he felt a pride that was “up there with my best feelings as a manager” after his side overturned a 2-0 deficit to beat Premier League outfit Nottingham Forest 3-2 in the Carabao Cup third round.
It was a result that underlined Swansea’s growing belief and the progress Sheehan believes is unfolding under his stewardship.
The club are into the fourth round of the competition, remain unbeaten at home this season, and sit just outside the play-off places in the early Championship table.
That has fed an increasing feeling of optimism around the club which Sheehan is in no hurry to dispel.
"I'm not going to put water on the fire," he said.
"I'm probably more a guy that puts petrol on it.
"I'm not going to dampen what people want to believe, because I won't shy away from it.
"We want to improve on last year, but we also want to go far in the cup."
Forest looked in control for much of the match at the Swansea.com Stadium, where the home club had won their two previous ties.
Igor Jesus’s brace – one in each half – had Forest cruising until Swansea clawed their way back with two dramatic stoppage-time goals after an earlier headed goal by Cameron Burgess.
It was the summer recruit from Ipswich Town who sealed the deal in the 97th minute after substitute Zan Vipotnik’s leveller and the late rally, full of drama and defiance, left both Sheehan and the Swansea fans elated.
Speaking at his post-match press conference, Shehan said: “I’m incredibly proud because they were excellent.
“To win a tie like that is special, isn’t it? And the manner of that victory with Cameron Burgess scoring a wonderful goal to win it was incredible.
“From the very start of the game, the whole way through … there were loads of aspects of the first half that I was incredibly proud of.”
He acknowledged Forest’s threats, the danger that comes with small mistakes, yet he praised his squad’s aggression.
“I thought we were really aggressive in what we did from the start to the finish … we didn’t take a backward step.”
What made the win particularly satisfying for Sheehan was seeing contributions from the bench and new faces.
He lauded players like Vipotnik, who came on to score, and Burgess, who netted the decisive goal with a brilliantly struck rebound after Ethan Galbraith had smashed a long range shot against the crossbar.
“He (Vipotnik) has had a bitty pre-season, but what we want is for our game-changers to come off the bench to have the impact. I thought he was really good,.
Forest, seemingly in control, were left reeling as the Championship side struck twice in the dying moments.
It means for Ange Postecoglou, his wait for a first victory as Forest manager continues.
At full-time, Postecoglou seemed to shoulder responsibility for the collapse, gesturing towards himself before acknowledging the travelling supporters who had witnessed a chaotic finale.
“We put them through a tough night,” the Australian said.
“We are out of a cup competition we should have progressed in. I sensed the players thought it was going to happen automatically. We should have been a lot more prepared for what was going to come and handled it a lot better.”
For long periods it looked as though Postecoglou would finally get his breakthrough result, especially when four debutants – including Douglas Luiz and Oleksandr Zinchenko – were blended into the starting side, along with five players handed their first starts.
Yet the promise of that performance evaporated in dramatic fashion.
Swansea’s revival began when substitute Vipotnik struck in the 93rd minute, steering in Liam Cullen’s delivery to continue his rich vein of form with a fifth goal in as many outings.
Forest barely had time to regroup before Burgess, Swansea’s skipper, completed the comeback with a thunderous effort.
Moments earlier, Galbraith had rattled the frame of the goal with a fierce drive from distance after a corner was half-cleared.
Burgess reacted quickest, hammering the rebound past the stranded goalkeeper, sending the home fans into raptures.
“I had Malick Yalcouyé jumping on my back but I was quite calm,” added Sheehan.
“I was looking at the clock because with 30 seconds left they are a team that can put the ball in the top corner.”
Postecoglou, whose side travel to Burnley on Saturday, added: “I felt we thought it would naturally just pan out that we would win the game and go through, but it’s not how football works.”