In 2015, Sheekey began laying groundwork for Michael Bloomberg to run for president as an Independent candidate in the 2016 election. Sheekey worked with Democratic and Republican political strategists to map out staffing and messaging for the proposed campaign. Bloomberg formally announced he would not run on March 7, 2016, stating that there was too high of a risk his candidacy could lead to the election of Donald Trump or Senator Ted Cruz. Sheekey later advised on preparation and strategy for Bloomberg's primetime speech at the 2016 Democratic National Convention, during which Bloomberg endorsed Hillary Clinton for president. Sheekey told the New York Times during the campaign "Hillary [Clinton] has some baggage, but Trump is crazy. And you can't fix crazy."