Since 1998, Sheena has taught courses at Columbia Business School to MBAs, Executive MBAs, and Executives. Her courses have included ''Thinking Globally,'' ''Leadership Development,'' ''Entrepreneurial Creativity,'' and an ''Advanced Doctorate Organizational Behavior Seminar.'' In 2005, Sheena's course on Leadership earned her an Innovation in the Teaching Curriculum award from Columbia Business School. In 2012, she received the Dean’s Award for Outstanding Core Teaching. In addition, she was recently named a member of the 2011 Thinkers50, a global ranking of the top 50 management thinkers, and chosen as one of the World’s Best B-School Professors by Poets and Quants.
Considered one of the world's experts on choice, Sheena has written her own book, The Art of Choosing. In the book she explores topics such as why choice is powerful and where its power comes from, the ways in which people make choices, the relationship between how we choose and who we are, why we are so often disappointed by our choices, how much control we really have over our everyday choices, how we choose when our options are practically unlimited, whether we should ever let others choose for us, and if so, whom and why. Sheena's book has gained much recognition, including being chosen as a finalist for the Financial Times and Goldman Sachs Business Book of the Year 2010 award and being ranked #3 on the Amazon.com Best Books of 2010: Business & Investing Top 10.
Throughout her career, Sheena's work has received much recognition in both academic and popular circles. In 2002, she was the recipient of the Presidential Early Career Award for Social Scientists. Her work has also been published in premiere academic journals across such disciplines as economics, psychology, management, and marketing, and it is regularly cited in the popular press, including the New York Times and Wall Street Journal, Fortune and Time magazines, the BBC and National Public Radio, television programs such as the Today Show and the Daily Show, and in bestselling books such as Blink by Malcolm Gladwell.