The Magpies were pitted against Brendan Rodgers's Premier League outfit in the draw for the second round of the competition on Thursday.
Sheehan has said that the League One side are looking forward to the trip to Anfield.
"It's exciting to face a top Premier League side like Liverpool and incredible players," Sheehan told The Herald.
"It will be great to test ourselves against such a top team at a fantastic stadium. It's a great draw for the club and a great game to look forward to for the players and the fans."
The match will take place on August 27.