Shea, from East Melbourne's CBC Parade, could play a variety of positions but was most successful on the wing. He started out at Fitzroy and competed in finals his first two years, including a Preliminary Final in 1902.

Essendon secured his services in 1905 and was vice-captain for most of his time at the club. He played from the half back flank in Essendon's losing 1908 VFL Grand Final side, of which his brother Paddy Shea was also part of. Shea later served as a member of the Essendon committee.