It hasn't gone uncommented upon not least by the Chelsea players themselves who, like any group of footballers, can be merciless in their baiting of team-mates. And this 'style' from a man who has been the public face of Giorgio Armani, whose wife is a former model and who has just spent the past season living in that most fashionable cities, Milan.
In a sense Sheva's hair sums up the state of his career. He has lost his way. Big-time. It's hard to really quantify the fall from grace of such a revered footballer. It's not only his hair that seems out of place. His whole presence at Chelsea, now, appears wrong. A kind of reminder of the mistakes made by the club as it strives to re-organise itself and move on.
Claudio Pizarro is here also. And both he and Shevchenko played the second-half against the Seattle Sounders on Saturday. Neither came remotely close to scoring in a three-man forward line that also included the teenage Franco Di Santo. He fluffed three chances. Pizarro was asked, afterward, if he wanted to chat to journalists. His response why?
Why indeed. Pizarro is also surplus to requirements at Chelsea, like Shevchenko. But he didn't cost £31 million, he didn't come with the same reputation and he doesn't command the same extraordinary wages. Chelsea have discussed paying Shevchenko off and, with one year left on his contract, it's still an option. The transfer window closes on 31 August and it appears to have been agreed that the best option would be that if he had moved on by then.
The man himself always seems bewildered by events. He has been hurt by what has happened to him at Chelsea, the deterioration of his form, the ridicule of his presence which has now even extended to his appearance. But then his loan spell in Milan the club where he is regarded as a son didn't bring any success. He barely played under Carlo Ancelotti.
Ancelotti is now his manager at Chelsea and there is sympathy in his eyes when he talks about Shevchenko just as there was sympathy when he chronicled, in his book, Preferisco La Coppa, the confusion felt by Roman Abramovich over the striker's predicament. The Russian billionaire who had so assiduously courted Shevchenko, finally prising his friend away from Milan in 2006, couldn't work out why he has been such a miserable failure.
Chelsea had blamed Jose Mourinho and accused him of failing to show Shevchenko respect. That was true but only after Mourinho had rumbled that Shevchenko had not come to Chelsea for the football. Mourinho's dislike was obvious especially when Shevchenko, a keen golfer, set up home in Wentworth, Surrey.
Not that the Ukrainian multi-millionaire with the trophy wife deserves much sympathy. He has had a rich in every sense of the word career and is still only 32. But it's still sad to see a career wane so badly, a player visibly shrink in confidence, his ability and attitude questioned. A figure of some ridicule even to the American supporters who turned up to watch Chelsea train. And not just because of that hair style even if it seems to symbolise, perfectly, the state of Shevchenko's career.