After her graduation, Sheu received a full scholarship from the National Endowment for Culture and Arts of Taiwan in 1994 and joined the Martha Graham Dance Company in 1995. She became a soloist with the company in 1997 and was promoted to principal dancer just two years later.
Sheu also danced with other dance companies, including Monte/Brown Dance Company, Buglisi/Foreman Dance and Shen-wei Dance Art. She was a principal dancer with Cloud Gate Dance Theatre of Taiwan from 1998 to 2003.
In 2005, the Dancer Magazine listed Sheu in "On the verge in 2005, DM's 25 to watch" and presented her on the cover of that issue. Sheu also received Taiwan President's Order of Brilliant Star with Cravat.