Sheppard had a brother named Thomas, a carpenter by profession, but a notorious thief and housebreaker by practice. Thomas being committed to Newgate for breaking open the house of Mrs. M. Cook, a linen draper in Clare-market, on the 5th of February, and stealing goods to the amount of £50 or £60, impeached his brother, John Sheppard, and Edgworth Bess, as being concerned with him in this fact; and these three were charged with being concerned together in breaking into the house of Mr. William Phillips, in Drury-lane, and stealing divers goods, the property of Mrs. Frederick, a lodger in the house, on the 14th of the said month of February. All possible endeavours were used by Mrs. Cook and Mr. Phillips to get John Sheppard and Edgworth Bess apprehended, but to no purpose, till the following accident:--Sheppard being on his wicked range in London, committing robberies wherever he could, one day met with his old acquaintance, James Sykes, _alias_ Hell and Fury, sometimes a chairman, and sometimes a running footman. He was invited by him to go to one Sedgate’s, a victualling house, near the Seven Dials, to play a game at skittles. Sheppard complied, and Sykes secretly sent for Mr. Price, a constable in St. Giles’s Parish, and charged him with his friend Sheppard for robbing Mrs. Cook, &c. Sheppard was carried before Justice Parry, who ordered him to St. Giles’s round-house, till the next morning, for further examination. He was confined in the upper part of the place, being two stories from the ground; but, before two hours, by only the help of a razor and the stretcher of a chair, he broke open the top of the round-house, and, tying together a sheet and blanket, by them descended into the church-yard, and escaped, leaving the parish to repair the damage, and repent the affront put upon his skill and capacity. The night after this, Jack and Bess broke into a house in Chancery-lane, and finding an old gentleman up, put a rope round his neck, and threatened to murder him, while Bess plundered the rooms.