In 2003 Sheehy was appointed Artistic Director of the then-biennial Adelaide Festival to succeed Stephen Page following Page's 2004 Festival.
Previous Adelaide Festival directors had included Sir Robert Helpmann; Anthony Steel; George Lascelles, 7th Earl of Harewood; Barrie Kosky; Robyn Archer and Peter Sellars.
Sheehy directed the 2006 and 2008 Adelaide Festivals.

The reception of the 2006 Festival was positive.
 Australian media claimed Sheehy had restored Adelaide Festival's status as the preeminent arts festival of Australia.
The Murdoch News Limited press headlined "Festival Back As Best In Nation", and the Fairfax Media echoed these sentiments.
The subsequent 2008 Festival broke box office and attendance records for Adelaide Festival's 48-year history, and was claimed to have been the world's first carbon-neutral international arts festival, achieved in concert with the South Australian Government.

One of Sheehy's first Adelaide Festival productions was the Festival's co-commission Here Lies Love by David Byrne and Fatboy Slim (Norman Cook) which premiered as a song cycle in Adelaide on 10 March 2006.
 A concert version was later performed at Carnegie Hall and it was then developed into a rock musical premiering at The Public Theater in New York in 2013, and opening at the Royal National Theatre in London in October 2014.

Other features of his Adelaide programs included the Australian debut of the Schaubühne of Berlin (see Festival milestones below), the pairing of Akram Khan and Sylvie Guillem, the creation of the Northern Lights installation, The Persian Garden venues and clubs, the reconstitution of the Mahavishnu Orchestra, DV8 Physical Theatre's To Be Straight With You, Pat Metheny, the Royal Shakespeare Company's Indian version of A Midsummer Night's Dream (presented with Ian Scobie's Arts Projects Australia), Jonathan Dove's opera Flight, Osvaldo Golijov's opera Ainadamar (which won two Grammy Awards for Best Contemporary Classical Composition and Best Opera Recording) and the multi-gallery Video Venice survey featuring highlights of the 2005 Venice Biennale.

In Adelaide, Sheehy's team secured with Adelaide Bank the largest arts sponsorship in the State of South Australia, at $3 million over three festivals with an option on a further two festivals.
In 2003 Sheehy was appointed Artistic Director of the then-biennial Adelaide Festival to succeed Stephen Page following Page's 2004 Festival. Previous Adelaide Festival directors had included Sir Robert Helpmann; Anthony Steel; George Lascelles, 7th Earl of Harewood; Barrie Kosky; Robyn Archer and Peter Sellars. Sheehy directed the 2006 and 2008 Adelaide Festivals.
The reception of the 2006 Festival was positive.  Australian media claimed Sheehy had restored Adelaide Festival's status as the preeminent arts festival of Australia. The Murdoch News Limited press headlined "Festival Back As Best In Nation", and the Fairfax Media echoed these sentiments. The subsequent 2008 Festival broke box office and attendance records for Adelaide Festival's 48-year history, and was claimed to have been the world's first carbon-neutral international arts festival, achieved in concert with the South Australian Government.
One of Sheehy's first Adelaide Festival productions was the Festival's co-commission Here Lies Love by David Byrne and Fatboy Slim (Norman Cook) which premiered as a song cycle in Adelaide on 10 March 2006.  A concert version was later performed at Carnegie Hall and it was then developed into a rock musical premiering at The Public Theater in New York in 2013, and opening at the Royal National Theatre in London in October 2014.
Other features of his Adelaide programs included the Australian debut of the Schaubühne of Berlin (see Festival milestones below), the pairing of Akram Khan and Sylvie Guillem, the creation of the Northern Lights installation, The Persian Garden venues and clubs, the reconstitution of the Mahavishnu Orchestra, DV8 Physical Theatre's To Be Straight With You, Pat Metheny, the Royal Shakespeare Company's Indian version of A Midsummer Night's Dream (presented with Ian Scobie's Arts Projects Australia), Jonathan Dove's opera Flight, Osvaldo Golijov's opera Ainadamar (which won two Grammy Awards for Best Contemporary Classical Composition and Best Opera Recording) and the multi-gallery Video Venice survey featuring highlights of the 2005 Venice Biennale.
In Adelaide, Sheehy's team secured with Adelaide Bank the largest arts sponsorship in the State of South Australia, at $3 million over three festivals with an option on a further two festivals.
Brett Sheehy