 Jonathan Wild was aware of Sheppard's thefts, as Sheppard had fenced some stolen goods through one of Wild's men, William Field. Wild asked another of his men, James Sykes (known as "Hell and Fury") to challenge Sheppard to a game of skittles at Redgate's public house near Seven Dials. Sykes betrayed Sheppard to a Mr Price, a constable from the parish of St Giles, to gather the usual £ 40 reward for giving information leading to the conviction of a felon. The magistrate, Justice Parry, had Sheppard imprisoned overnight on the top floor of St Giles's Roundhouse pending further questioning, but Sheppard escaped within three hours by breaking through the timber ceiling and lowering himself to the ground with a rope fashioned from bedclothes. Still wearing irons, Sheppard coolly joined the crowd that had been attracted by the sounds of him breaking out. He distracted their attention by pointing to the shadows on the roof and shouting that he could see the escapee, and then swiftly departed.
