Career
Heshka played his junior years for the Everett Silvertips of the Western Hockey League (WHL). Upon completing his time with the Silvertips, Heshka was signed by the Vancouver Canucks to a three-year entry level contract on July 24, 2006. In his professional debut season in 2006-2007, Heska played with the Canucks affiliates, the Manitoba Moose and the Victoria Salmon Kings.
Following two strong and productive seasons with the Moose in the American Hockey League, Heska"s rights were traded by the Canucks to the Phoenix Coyotes at the 2009 National Hockey League Entry Draft on June 27, 2009.
On July 3, 2010, Heska signed a one-year contract to remain with the Coyotes. Shaun was initially assigned to the Coyotes AHL affiliate, the San Antonio Rampage to start the 2009-2010 season.
After leading the Rampage defense in scoring, Heshka received his first recall from the Coyotes on November 6, 2009. He made his National Hockey League debut the following night, in a tight game with the Anaheim Ducks on November 7.
On November 12, Heshka brought home his first career National Hockey League point, an critical assist on a Paul Bissonnette goal, in a 4-2 defeat to the Montreal Canadiens.
After 8 games and 2 assists with the Coyotes, he was then reassigned to the Rampage after a number of Coyotes players returned from injuries. Unable to reach an agreement or be traded, the restricted North American was forced to play overseas. He signed with European Commission Red Bulletin Salzburg team on September 6, 2010.
The 25-year-old remained restricted throughout the 2010-2011 season to the Phoenix Coyotes.
On 15 November 2012, Heshka signed a two-year contract with Porin Ässät of the Finnish Master of Science-liiga. On June 18, 2013, Heshka departed Ässät on a mutual release and signed a one-year contract with Ak Bars Kazan of the Russian Kontinental Hockey League.
In the midst of his second season with the club in 2014-2015, Heska was traded to fellow KHL club, Admiral Vladivostok on October 31, 2014. After playing out the season with Vladivostok, Heshka left the KHL to sign a one-year contract in Sweden with Modo Hockey of the SHL on May 28, 2015.