Sheehan will be at the helm for the remainder of the season, with Swansea looking to cement their second-tier status as quickly as possible as they head into the final seven games of another turbulent campaign.
After successive defeats, Sheehan's side lifted the mood with a rousing draw at high-flying Leeds United last weekend, but now face key home games against Derby County on Saturday and Plymouth Argyle next Wednesday.
"I love living here and I love the thought of bringing moments like the one we had at the end of the Leeds game on a more regular basis," Sheehan said.
The Irishman has again insisted he is happy for the club to take their time in choosing who their next permanent boss will be, adding: "It's a process that has to be gone through.
"If managers come up, you have to speak to them, whether it takes a day or a couple of months, whatever it is. Right now I am solely focused on Derby."