At the final whistle of Chelsea's 3-0 defeat at Brighton, Fernandez stood in front of the away support shrugging his shoulders in a show of defiance.
"He wanted to make a show, this is not someone who I wanted to see with an armband on," Sherwood said on Sky Sports.
"He wants to leave the club. He stuck his chest out, he stood there, he made a stand, mate, make a stand when the game is on, do something about it, lead your players, you’re an individual who plays for himself.
"He's probably there talking to the coaching staff trying to blame everyone else around him.
"That ain’t what leaders do, they galvanise their team-mates, they make sure they’re organised, he has to know when he’s on that pitch what Liam Rosenior wants, and he has to try and implement it on the pitch for his manager."