The former Oldham boss is prepared to let some of his fringe players leave in order to add to his side after seeing them crash to a 3-1 defeat to league leaders Rotherham at the weekend.
Sheridan told the Sheffield Star: "There are a few players who are fed up with not playing; that's good. I want players to be unhappy when they're not playing.
"But for some, if they want to play regularly they may have to move on. That's how it is.
"We're not the richest club in the world. I know the budget and if some have to leave to allow me to bring others in, that's football."