In July 2003, the Seattle Mariners purchased Sherrill's rights from Winnipeg for $3,000, and signed Sherrill to a minor league contract with a signing bonus of $2,500. They assigned him to the San Antonio Missions of the Class AATexas League, and was selected as a Seattle representative for the Arizona Fall League. In 2004, Sherrill started the season with the Tacoma Rainiers of the Class AAAPacific Coast League, making the Triple-A All-Star team. However, he did not play in the All-Star game since he was being promoted to the Mariners. Sherrill made his MLB debut on July 16, 2004, against the Cleveland Indians, taking the loss after working one inning of relief and allowing two runs to score. He split 2005 between Tacoma and Seattle and joined the Mariners full-time in 2006. In 2007, Sherrill posted career numbers, with a sub-2.00 ERA for most of the season. With the 2006 injury of Mark Lowe, and the trade of Rafael Soriano during the offseason, Sherrill became the primary setup man for Mariners closer J. J. Putz.
Baltimore Orioles
On February 8, 2008, Sherrill was traded to the Baltimore Orioles along with Adam Jones and minor league pitchers Kam Mickolio, Chris Tillman, and Tony Butler, for Orioles left-hander Érik Bédard. On March 18, 2008, Sherrill was named the closer for Baltimore Orioles. On July 6, 2008, Sherrill was named as one of the closing pitchers to represent the American League in the 2008 All-Star Game. In his first All-Star game appearance, Sherrill struck out two batters and gave up one hit over 2 innings. He pitched part of the 12th, and all of the 13th and 14th innings in the record-setting 15 inning game. Sherrill signed a one-year, $2.5 million contract with the Orioles for the 2009 season. He had a 2.40 ERA in 42 appearances for the Orioles, including 20 saves over the first half of 2009.
On July 30, 2009, Sherrill was traded to the Los Angeles Dodgers for two prospects: third baseman Josh Bell and pitcher Steve Johnson. The next night, he struck out the side against the Atlanta Braves in his debut. He appeared in 30 games for the Dodgers, finishing with an 0.65 ERA and 22 strikeouts. Sherrill struggled in 2010 to the point where he was once put on outright waivers, though he refused a minor league assignment and remained on the Dodgers' roster the full season. He appeared in 65 games with the Dodgers in 2010 with a 6.69 ERA, the highest total in his Major League career. On December 2, 2010 the Dodgers chose not to offer him a new contract, and he became a free agent.
Atlanta Braves
On December 8, 2010 Sherrill, signed a one-year contract with the Atlanta Braves for $1.2 million. During the regular season, Sherrill made 51 appearances out of the Braves' bullpen, totaling 36 innings pitched. His final statistics for the season included a 3–1 win-loss record with a 3.00 ERA.
Second stint with the Seattle Mariners
On December 17, 2011 Sherrill agreed to a one-year contract worth $1.1 million to return to the Mariners. After appearing in 2 games and giving up 4 runs, on Sherrill was placed on the 15-day DL with a strained flexor bundle in his left elbow. After undergoing Tommy John surgery, Sherrill missed the remainder of the 2012 season.
On December 11, 2012 the Kansas City Royals signed Sherrill to a minor league contract. Sherrill pitched for the Omaha Storm Chasers of the PCL, but was released on June 28, 2013. In 21 appearances, he was 0–1 with a 6.23 ERA and 30 strikeouts.
Signature style
Sherrill is noted for wearing his hat flat-billed as a statement of independence. During the 2008 season, some of Sherrill's Baltimore teammates would flip up the brims of their hats every time he successfully closed out a game. Orioles fans nicknamed this move the Flat Breezy, and the Orioles television announcers would sometimes announce an Orioles win after a Sherrill save as "flat breezy time." In a MASN post-game interview, Sherrill credited former Orioles first basemanKevin Millar, a noted prankster, as the originator of this gesture. Sherrill also acquired the nickname of the "Brim Reaper" from Millar which Sherrill carried over to the L.A. Dodgers and eventually trademarked in 2009.