Sheringham began his professional career at Millwall in 1982 at the age of 16, after impressing a scout when playing for non-league club Leytonstone & Ilford during a youth team game against Millwall.
He was signed up, initially as an apprentice and scored on only his second appearance for the club in a match away at Bournemouth in January 1984.
After being loaned out by the club twice in 1985 to Aldershot and later a Swedish side, Djurgården, he quickly became a first choice selection at Millwall and during the late 1980s formed a striking partnership with Tony Cascarino.
He was the club's top goalscorer in four seasons (1986–87, 1987–88, 1988–89 and 1990–91) and played in every game of the season twice, in 1986–87 and 1990–91.

The 1987–88 season saw the club promoted to the First Division, then the highest tier of English league football, for the first time.
Sheringham scored the first goal in Millwall's first home game in Division One.
Millwall briefly topped the table at the start of October 1988 and the goals of Sheringham (15) and Cascarino (15) kept Millwall in the top four for most of the season before fading after Easter to finish in 10th position.
Sheringham said in his autobiography: "It was a crazy exhilarating time.
There we were, little Millwall, in our first season in the First Division and topping the table until about March.
Everybody said it couldn't last and of course it couldn't and it didn't, but we gave them all a good run for their money.
We were beating the best teams when we shouldn't and getting away draws to which we had no right."

Millwall's spell in the top flight was not to last as they were relegated in the following season, finishing bottom of the Division after briefly topping the table again early in the season.
Sheringham was again top scorer for Millwall with twelve goals, having missed ten league games through injury.
The club had an opportunity to bounce straight back up at the end of the 1990–91 season, reaching the semi-finals of the Division Two play-offs, but they were beaten by Brighton & Hove Albion and remained in the Second Division.
Sheringham's outstanding form during the 1990–91 season saw him finish as the league's highest scorer with 37 goals, a haul which included four hat-tricks.
With Millwall failing to return to the top flight, a departure for Sheringham looked inevitable.
In his final season at Millwall, Sheringham broke all of the club's goalscoring records, scoring a total of 111 goals in all competitions in his eight years at the club.
He was Millwall's all-time leading scorer until 2009.
Sheringham began his professional career at Millwall in 1982 at the age of 16, after impressing a scout when playing for non-league club Leytonstone & Ilford during a youth team game against Millwall. He was signed up, initially as an apprentice and scored on only his second appearance for the club in a match away at Bournemouth in January 1984. After being loaned out by the club twice in 1985 to Aldershot and later a Swedish side, Djurgården, he quickly became a first choice selection at Millwall and during the late 1980s formed a striking partnership with Tony Cascarino. He was the club's top goalscorer in four seasons (1986–87, 1987–88, 1988–89 and 1990–91) and played in every game of the season twice, in 1986–87 and 1990–91.
The 1987–88 season saw the club promoted to the First Division, then the highest tier of English league football, for the first time. Sheringham scored the first goal in Millwall's first home game in Division One. Millwall briefly topped the table at the start of October 1988 and the goals of Sheringham (15) and Cascarino (15) kept Millwall in the top four for most of the season before fading after Easter to finish in 10th position. Sheringham said in his autobiography: "It was a crazy exhilarating time. There we were, little Millwall, in our first season in the First Division and topping the table until about March. Everybody said it couldn't last and of course it couldn't and it didn't, but we gave them all a good run for their money. We were beating the best teams when we shouldn't and getting away draws to which we had no right."
Millwall's spell in the top flight was not to last as they were relegated in the following season, finishing bottom of the Division after briefly topping the table again early in the season. Sheringham was again top scorer for Millwall with twelve goals, having missed ten league games through injury. The club had an opportunity to bounce straight back up at the end of the 1990–91 season, reaching the semi-finals of the Division Two play-offs, but they were beaten by Brighton & Hove Albion and remained in the Second Division. Sheringham's outstanding form during the 1990–91 season saw him finish as the league's highest scorer with 37 goals, a haul which included four hat-tricks. With Millwall failing to return to the top flight, a departure for Sheringham looked inevitable. In his final season at Millwall, Sheringham broke all of the club's goalscoring records, scoring a total of 111 goals in all competitions in his eight years at the club. He was Millwall's all-time leading scorer until 2009.
Teddy Sheringham