Born in Elk Point, Alberta, Sheldon Souray was taken 71st overall by the New Jersey Devils in the 1994 NHL Entry Draft, while he was in the midst of a solid junior career with the Tri-City Americans of the WHL. He returned to junior and eventually joined the Prince George Cougars before gaining some playing time with the AHL's Albany River Rats in the latter stages of the 1994-95 season. Souray went on to play one more season of junior hockey in 1995-96, splitting his time between Prince George and Kelownap before getting his second stint with Albany in the latter stages of the 1995-96 season. After playing 60 games on the Devils as a rookie in 1997-98, Souray fit in well with the hard hitting and close-checking squad. He played nearly two more years there but was considered expendable since the club was deep on the blueline. In March, 2000 he was part of the package sent by the Devils to the Habs for enigmatic defenceman Vladimir Malakhov. Souray fit in well on his new team but missed nearly a quarter of the 2000-01 season due to injuries.
Continuously struggling with injuries in 2001-02, Souray missed the entire 2002-03 season, recovering from an ongoing wrist injury. The rugged rearguard returned to the ice in 2003-04 and subsequently went on to have a career year offensively, registering 35 points (15-20-35) and taking part in his first NHL All-Star Game. On the international stage, Souray represented Canada at the 2005 World Championship.