Swansea came from 2-1 down to win 3-2 thanks to two goals in injury-time.
Sheehan said afterwards: "We had a big meeting after the Hull game where we conceded in the 97th minute. The manner of the 15 minutes leading up to that was what the meeting was about, the mentality and what we want to be about," he said.
"Today we weren't really playing against Nottingham Forest, we were playing against ourselves because we want to be a certain type of team.
"We wanted to put our stamp on the game. I think we were incredibly unfortunate to be 2-0 down at half time.
"To keep going to the very end I think that's really important and credit to the players, they've got that belief. It's a wonderful win.
"I think some of our possession work tonight was absolutely incredible. You want to test yourself against that type of team and that type of players.
"I'm very proud of the players, they deserve all of the praise.
"We won the game, I know it's quite mad at the end, but I think we deserved it."
Amazing atmosphere
Goalscorer Zan Vipotnik also said: "It means a lot because they're a really strong team.
"I need to say, the atmosphere after being 2-0 down was amazing. They were still supporting us. When we scored the first one, they just gave us the energy.
"As a striker, I'm living for this moment. I know that I need one chance to score the goal. I'll try to keep it going."