The actor was asked by Heat magazine if he had ever wet himself as an adult.
"No, but I did make Michelle Keegan p*ss herself," he said.
"We were doing a scene in the kebab shop and she laughed so much it wasn't just a bit of a wee - she had to go and change her jeans, knickers, socks and trainers, the lot."
Asked how he rated himself on looks between one and ten, Shepherd said: "About a five. My rat features bring me down.
"I've got a stupid little rat face and a pig nose and bent fingers. Actually, I'm not even a five, I'm more of a three. Yeah, I've got rabbit teeth too."