Police and paramedics were called to an address in Montrose Avenue just before 5.10pm. It is not yet clear how the 20 year old died and enquiries continue.
West Ham supporter Sheppard made her Hammers debut in a 2-2 FA Women's Premier League Cup group stage draw with Colchester in November 2012. Before moving to Hammers, Sidcup-born Katie also represented Bexley and Greenwich at the London Youth Games and played junior football in the United States for Massachusetts Premier League outfit MPS Lady Crusaders and Australia for Melbourne Fusion. She also studied for a BTEC in Sports Science at Christ the King College in Sidcup.
A statement on the Ladies website reads: "It is with great sadness they we have report the untimely passing of Katie Sheppard. She had played for the Ladies team for the past two seasons, a true Hammers fan and season ticket holder at Upton Park. We send our condolences to all her family and friends at this sad time."