Sheena first shot to fame on the United Kingdom television programme The Big Time which followed her attempts to gain a record contract. This culminated in a deal with EMI Records.
Her best known early musical work is probably the James Bond movie theme “For Your Eyes Only”, and “Morning Train” from the film 9 To 5, along with the songs “Strut” and her 1987 duet with Prince “U Got The Look”.
In November of 1987 Sheena made her first appearance on the television programme Miami Vice playing a singer named Caitlin Davies, whom Sonny Crockett was assigned to protect until she made a court appearance. Sonny and Caitlin were married by the episode's end, and the fourth-season's sagging ratings were boosted so much that the producers signed Sheena to five more episodes. By the spring of 1988 the latest installment of the Miami Vice Soundtrack was released, and featured the song “Follow My Rainbow”, which Sheena sang on her tragic last appearance, just moments before her character was fatally shot. The song also appeared on her next album The Lover In Me, a moderate success which was released the following autumn. Unfortunately, in 1991, What Comes Naturally became the last of Sheena's albums to chart in the U.S. . Four more albums would be released, but were only available in Europe and the Far East .
Sheena continued acting in America, starring in Broadway revivals of Man Of La Mancha (1992) and Grease (1996). Recently, Sheena appeared in a Broadway-style show in Las Vegas which ran throughout 2000 and plans to do another through 2002. She lives there with her two children, Jake and Skylar, and has just signed a new record contract.