Sheridan County lies on the north line of Nebraska. Its north boundary line abuts the south boundary line of the state of South Dakota. An upper reach of the Niobrara River flows eastward through the upper central part of the county. The terrain consists of arid rolling hills, dotted with small lakes in the eastern and southern parts of the county. The county has a total area of, of which is land and is water. It is the fourth-largest county in Nebraska by area.
As of the 2000 United States Census, there were 6,198 people, 2,549 households, and 1,728 families in the county. The population density was 2 people per square mile. There were 3,013 housing units at an average density of 1.2 per square mile. The racial makeup of the county was 88.11% White, 0.08% Black or African American, 9.23% Native American, 0.15% Asian, 0.02% Pacific Islander, 0.34% from other races, and 2.08% from two or more races. 1.47% of the population were Hispanic or Latino of any race. 31.6% were of German, 8.8% English, 7.8% Irish and 7.3% American ancestry. There were 2,549 households out of which 30.00% had children under the age of 18 living with them, 56.80% were married couplesliving together, 8.00% had a female householder with no husband present, and 32.20% were non-families. 29.60% of all households were made up of individuals and 16.30% had someone living alone who was 65 years of age or older. The average household size was 2.38 and the average family size was 2.95. The county population contained 25.60% under the age of 18, 6.20% from 18 to 24, 22.90% from 25 to 44, 23.60% from 45 to 64, and 21.70% who were 65 years of age or older. The median age was 42 years. For every 100 females there were 96.00 males. For every 100 females age 18 and over, there were 91.50 males. The median income for a household in the county was $29,484, and the median income for a family was $35,167. Males had a median income of $21,892 versus $18,423 for females. The per capita income for the county was $14,844. About 11.00% of families and 13.20% of the population were below the poverty line, including 20.30% of those under age 18 and 7.50% of those age 65 or over.
Sheridan County voters have traditionally voted Republican; every national election since 1940 has seen Sheridan County choose the Republican Party presidential candidate.