Sheila E. was born in Oakland, California, to mother Juanita Gardere, a dairy factory worker, and Pete Escovedo, a percussionist with whom she frequently performs.

Sheila E.’s mother, Juanita Gardere, is of Creole/French/African ancestry, while her father is Mexican-American. Sheila was brought up in a Catholic household.

Alejandro Escovedo is Sheila E’s uncle, and Tito Puente was Escovedo’s godfather. Javier Escovedo, the seminal San Diego punk band The Zeros, is her niece.

Mario Escovedo, another uncle, was the frontman for The Dragons, a long-running indie rock band. She is also Coke Escovedo’s niece, a member of Santana, and established the band Azteca.

Nicole Richie is Sheila E.’s biological niece and the daughter of Peter Michael Escovedo, Sheila’s musician brother.

She had revealed publicly that she was raped by her teenage babysitter when she was five years old and that this event had a significant impact on her childhood development.