- Younger brother of Martin Sheen.
- If you think you recognize Martin Sheen's distinctive voice in a voice-over, it could be Joe's. He has done voice-over work for many commercials and television.
- Starred in two movies featured on Mystery Science Theater 3000 (1988): Werewolf (1995) and Soultaker (1990).
- Father of Amanda Estevez, Casey Estevez and Angela Estevez.
- Brother-in-law of Janet Sheen.
- Starred in three movies featured on Rifftrax: Rifftrax: Rollergator (2015), RiffTrax: San Franpsycho (2021), and RiffTrax: Baby Ghost (2021).
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