Sheila is a rollerskating fox who appears in the episode Wallaby on Wheels. She is a friend of Heffer's, but Rocko has a crush on her and tries to impress her by learning how to rollerskate. Later, she began to obtain a crush on him in return after he saves Heffer. Sheila is impressed with Rocko because of him being a very kind oerson. She also admires his jackhammering skills, too.
She seems to be good friends with Heffer. As he mentioned her twice and goes roller-skating with her. At the end of the episode, she learns to Jackhammer with Rocko, her new love interest. Sheila is into a lot of things like Heffer is, she loves comic books, rollerblading, and Jack-hammering. She acts much like Rocko does, making them a perfect match.
Sheila is a red Fox. She has turquoise hair, wears a purple dress with yellow squares on it, and wears rollerblading everywhere she goes. It could be possible that she was created earlier for a person in Heffer's dreams. But later gained that role in physical form specifically for this episode.
- Despite only physically appearing in a single episode ("Wallaby on Wheels"), Sheila's name has been mentioned in Heffer's sleep talking on two separate occasions taking place before her first technical appearance;
- The first time takes place in the Season 1 episode, "Bedfellows". After Rocko attempts to wake Heffer using a cattle-prod, Heffer mutters her name.
- The second time takes place in a deleted scene in the Season 2 episode "Road Rash". After checking into the "No Tell Motel", Heffer can be heard once again muttering her name in his sleep.
- Sheila's dress features a pattern very similar to that of Rocko's shirt.
- Sheila was Rocko's last, and possibly permanent love interest for the series.