Leeds striker Luciano Becchio cancelled out a Lee Hughes strike to ensure the honours were shared as the Latics claimed a creditable four-point haul from the two clashes against their promotion rivals.
Sheridan said: "It might have been different if we had kept our noses in front for longer. That's what frustrates me the most about not winning.
"At the same time, I didn't think there would be many goals and the important thing was that we got something out of it.
"We put in a lot of effort, which was excellent because the players didn't get much rest after the game at Millwall on Saturday.
"We've won at Millwall and drawn with Leeds so I'm happy with four points from two tough matches."