The Swans, led by a six-goal haul from Barry Hall, outclassed a depleted but spirited Bombers line-up 6.3 9.9 13.11 17.14 (116) to 2.3 5.5 8.7 9.10 (64).
Sheedy was disappointed with his side's performance, but he was pleased with the efforts of Ben Haynes, Tristan Cartledge and Kepler Bradley.
Haynes kicked two of Essendon's three goals for the second term in an outstanding first half display, while Bradley and Cartledge also kicked majors in the first half.
"I'm not really happy with today,'' Sheedy said of his side's performance.
"The Swans were very, very powerful. They played a very good, smart team game of ownership of the ball.
"They looked very good. They had a better side out there than they were probably going to, but it was good for us to have a look at them.''
The Swans welcomed back Michael O'Loughlin for his first match since suffering a hamstring injury in Sydney's round-22 clash against Melbourne last August.
Hall, who kicked goals in the final minute of the first three quarters, benefited from a free-running Swans midfield which dominated a youthful Bombers outfit minus captain James Hird, full-forward Matthew Lloyd and experienced trio Mark Johnson, Mark Mercuri and Sean Wellman.
The Swans kicked six first-quarter goals to open a 19-point break. The Bombers kicked the first two goals of the second and third terms, but each time the Swans recovered to take back control and extend their lead.
Ryan O'Keefe, who kicked two goals, Nic Fosdike, Paul Williams and Adam Goodes, who enjoyed stints in the forward and back lines as well as the ruck, all played well in a performance Roos said was a satisfying finish to Sydney's pre-season.
SYDNEY SWANS: 6.3 9.9 13.11 17.14 (116)
ESSENDON: 2.3 5.5 8.7 9.10 (64)
Goals: Sydney: B Hall 6 M Powell 2 R O'Kefee 2 N Fosdike N Davis P Williams A Buchanan J Crouch A Goodes J Saddington.
Essendon: B Haynes 2 B Kepler D Rioli T Cartledge D Walsh J Winderlich A Welsh S Hunt.
Best: Sydney: B Hall N Fosdike R O'Kefee P Williams A Goodes T Kennelley.
Essendon: B Haynes D Peverill M Bolton A Ramanauskas S Lucas D Walsh.
Injuries: Essendon: D Rioli (ankle) M McVeigh (hamstring).
Umpires: S Wenn D Goldspink S Bryan.
Reports: Nil.
Crowd: 3,405 at Newcastle No.1 Sportsground.