Who will be in charge of Wigan Warriors' next opponents, Hull KR?
The former Australia coach has left his position with immediate effect, reports TotalRL.com.
There has been no confirmation from the club.
James Webster and David Hodgson are Sheens' assistant coaches.
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Hide AdPrevious reports had linked York coach James Ford with the role, while former KR boss Justin Morgan is understood to be on the hunt for a role.
Sunday's game at KR is followed by a match against Leeds - another club currently without a head coach.
Meanwhile, KR look set to be without prop Mitch Garbutt after he was handed a one-match ban.
He was charged with Grade B Dangerous Contact during the club's Challenge Cup defeat to Warrington.