Born in California, Sheila E. is the daughter of percussionist Pete Escovedo, with whom she frequently performs. Sheila E's uncle is Alejandro Escovedo. Tito Puente was Escovedo's godfather. She is also niece to Javier Escovedo, founder of seminal San Diego punk act, The Zeros. Another uncle, Mario Escovedo, fronted long-running indie rockers, The Dragons. Escovedo is of Mexican, African-American and Creole heritage. Coke Escovedo, who was in Santana and formed the band Azteca, was also her uncle. Nicole Richie is Sheila E.'s biological niece.
She made her recording debut with jazz bassist Alphonso Johnson on "Yesterday's Dream" in 1976. By her early twenties she had already played with George Duke, Lionel Richie, Marvin Gaye, Herbie Hancock, and Diana Ross. She also plays tuba and guitar.
Prince met Sheila E. at a concert in 1978, when she was performing with her father. After the show, he met her and told her that he and his bassist "We're just fighting about which one of us would be the first to be your husband". He also prophetically vowed that one day she would join his band. The two would eventually join forces during the Purple Rain recording sessions. She provided vocals on the B-side to "Let's Go Crazy", "Erotic City" in 1984. Taken under Prince's wing, she proved to be a successful artist. In 1984 she scored hits with "The Glamorous Life" and "The Belle of St. Mark", the latter an NME 'Single of the Week'.[2] She opened for the Purple Rain tour and there was a segment where she would have a man called up on stage and seated in a chair while she sang "Next Time Wipe The Lipstick Off Your Collar" and teased him (similarly mirrored by Janet Jackson during the "Rope Burn" segment of her Velvet Rope Tour in 1998/99.) Around the same time, the collaborating duo began a romantic relationship, while Prince was still seeing Susannah Melvoin, twin sister of The Revolution band member, Wendy Melvoin. Among other girlfriends Prince had at the time.
In 1985, she released Romance 1600, scored another hit with the track "A Love Bizarre", and the non-album track "Holly Rock" made its way to live shows and into the film Krush Groove. She was also nominated for an American Music Award and a Grammy for "The Glamorous Life". Sheila E. recorded three albums during the '80s, The Glamorous Life, Romance 1600, and Sheila E.. She appeared in four films, Krush Groove with Run-D.M.C., LL Cool J and Blair Underwood in 1985, Prince's concert film, Sign 'O' the Times in 1987, The Adventures of Ford Fairlane and Chasing Papi in 2003.
During the Sign o' the Times, Black Album, and Lovesexy periods of Prince's career (including the Lovesexy World Tour), Sheila E. served as his drummer and musical director in his backup band, dubbed The New Power Generation not long after her departure. During the Sign o' the Times era, she released the single "Koo Koo" from her 3rd album Sheila E., which had Sign o' the Times member Cat as a backup dancer in the accompanying video. Sheila E. also served as a writer and musician on many of Prince's records, as well as on the albums of his protégés such as Madhouse.