Andy Sheppard (born 20 January 1957) is a British jazz saxophonist and composer. He has been awarded several prizes at the British Jazz Awards, and has worked with some notable figures in contemporary jazz, including Gil Evans, Carla Bley, George Russell and Steve Swallow.

Sheppard was born in Warminster, Wiltshire, England, in 1957. At the age of 19 he emerged as a musician in the Salisbury-based contemporary quartet Sphere in the late 1970s, gigging only three weeks after picking up the saxophone. He honed his skills in the wine bars and jazz clubs of the UK and Europe in the early 1980s. He also played with world music groups and with more established improvisers such as Keith Tippett. While still with Sphere, Sheppard moved to Paris, working with French bands Lumière and Urban Sax.

In the mid-1980s Sheppard returned to the UK, playing often on Ki Longfellow-Stanshall‘s and Vivian Stanshall‘s Bristol, England-based Old Profanity Showboat, and released his self-titled debut solo album, featuring Randy Brecker and Steve Swallow, who also produced the album. The record was well received and led to Sheppard being awarded the Best Newcomer prize at the 1987 British Jazz Awards, followed by the Best Instrumentalist Award in 1988. ’87 also saw Sheppard join George Russell’s Living Time Orchestra and tour with Gil Evans.