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Not much is known about CIA Agent Sheldon Jeffrey Sands, aside from the fact that he is a member of the Central Intelligence Agency and was at one point stationed in Mexico. He operates under his own system of morals, considering himself to be the one to "keep the balance" in society (as explained in a scene where he callously shoots a cook because his dish is 'too good'). He maintains a calm demeanor, but is clearly quite wily and dangerous, as he kills without second thought and with prodigious skill, making him something of an anti-hero. He has a fondness for obvious costumes and cheesy gadgets, such as a fake arm that he uses to hide the gun in his real hand, and a faux mustache and beard. 

When the drug lord Barillo hired an army general named Marquez to kill the President and help him overthrow the government, Sands hires El Mariachi to make sure this does not happen and prevent Marquez from taking power. It is unknown if this was his assignment from the CIA or just a personal plot, but he uses his manipulative talents to orchestrate a complicated plan, using El's painful personal history to his advantage. 

Various informants eventually turn on him, however, including AFN Agent Ajedrez, with whom he seems to have a personal relationship. It is revealed that she is in fact Barillo's daughter, and she helps capture Sands. Barillo informs him that he has "seen too much" and has a henchman remove Sands' eyes with a power drill. He is then released and made to fend for himself on the streets of Mexico. He manages to gain the assistance of a young gum-selling boy he had met previously and uses him to track down and execute Barillo's men. He shows remarkable prowess with a gun, managing to shoot quite expertly shortly after being blinded. He is shot several times himself, however, and it appears as though he is down for the count. Ajedrez appears and pulls him to his feet, sarcastically asking "See anything you like?"He then shoots her, revealing that he is wearing the fake arm seen earlier in the film, and replies calmly, "No."  It is clear that he survives the ordeal, although what happens beyond that is unknown. 

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