On November 20, 2020, Sheets was added to the 40-man roster.[14] Sheets began the season with the Charlotte Knights of the new Triple-A East, and in addition to playing first base, he received his first professional games in the outfield.[15]
2021–2024
On June 3, 2021, following the placement of regular left fielder Andrew Vaughn on the COVID-19 injured list, Sheets was recalled to the major league team, but was sent back down to Charlotte following Vaughn's return two days later, without appearing in a game.[16] Sheets was promoted to the major leagues for a second time on June 29.[17]
Sheets made his MLB debut that day as the starting right fielder against the Minnesota Twins, and recorded his first major league hit — a single to left field — off Kenta Maeda . In that same game, he recorded his first major league RBI, his first extra base hit, and scored his first major league run, all off Maeda.[18] On June 30, he hit his first major league home run, off of Matt Shoemaker.[19] On July 19, during the second game of a doubleheader, Sheets recorded his first career walk-off hit, with a three run home run off José Berríos, to win the game 5–3. Overall in 2021, Sheets appeared in 54 games, posting a .250 batting average, while hitting 11 home runs and driving in 34 runs.[20] Sheets was added to the postseason roster that same year. He made his postseason debut in game 1 against the Houston Astros, going 0-for-4. In game 4, Sheets hit his first postseason home run, off Lance McCullers Jr., which would be the only run the White Sox would score in that game, as they lost 10–1 and were eliminated.[21]
In 2023 with the White Sox, Sheets batted .203/.267/.331 in 311 at–bats.[22] Against left-handers, he batted .053 with an OPS of .103 in 20 plate appearances.[23] On defense, he had a fielding run value of −6, placing him in the 13th percentile in MLB.[23]
Sheets made 139 appearances for Chicago in 2024, slashing .233/.303/.357 with 10 home runs and 45 RBI. On November 22, 2024, the White Sox non–tendered Sheets, making him a free agent.[24]