Sheng obtained a Ph.D. in Biostatistics at Harvard University. He worked at Stanford University as a visiting scholar. He worked at University of Illinois as an assistant professor, an associate professor and Bliss Faculty Scholar before moving to UCSD. He received NSF CAREER Award, NIH Director's New Innovator Award, and Alfred Sloan Fellowship. He serves as an Associate Editor for PLoS Computational Biology. His lab studies gene regulation and cellular behavior by developing statistical and experimental methods.