Before she became a solo artist in 1984, drummer Sheila E. played with Azteca, the Latin jazz-fusion band led by her father, percussionist Pete "Coke" Escovedo; she also played on two of his solo albums recorded for Fantasy Records.
Prince discovered Sheila E. around 1983 and had her sing on "Erotic City," the B-side to his number one 1984 single, "Let's Go Crazy." Prince also helped her secure a record contract with Warner Bros.; she released her debut album, Sheila E. in the Glamorous Life, in 1984. Written by Prince, the title track hit the U.S. Top Ten and her second single, "The Belle of St. Mark," charted in both the American and British Top 40.
The following year she released Sheila E. in Romance 1600, which featured the number 11 hit "A Love Bizarre." Her self-titled album was released in 1987, yet it didn't have the commercial impact of her two previous records. Sheila E. joined Prince's band for the 1987 Sign O' the Times tour and is featured prominently in the resulting film documentary of the same name.
Four years later, she returned with her fourth album, Sex Cymbal. Despite it's heavy dance beats and vivacious compositions, Sex Cymbal failed to chart. After her brief stint ringleading the band on Magic Johnson's late-night show, The Magic Hour, Sheila E. returned to recording and released The Writes of Passage in fall 2000.
Sheila E. Toured 2002 with the Ringo All Starr Band.
In 2009 Sheila E. won the CMT reality show, Gone Country. This gave her an opportunity to make country music aided by the country producer, writer, and singer John Rich. Sheila E.'s first song in the country market was "Glorious Train".
Sheila E. performed two shows at Yoshi's in San Francisco on August 15, 2010.
She toured with Prince on his 20Ten Tour and Welcome 2 America tours.
In 2011, Sheila performed alongside Marc Anthony on the tenth season finale of American Idol.
On June 7, 2011, she performed on the Late Show with David Letterman as a part of the show's first "Drum Solo Week".
Sheila joined Dave Koz on his 2012 Christmas Tour.
In 2016, Sheila provided drums for Hans Zimmer and Junkie XL's orchestral soundtrack to the blockbuster superhero film Batman v Superman: Dawn of Justice.