"We will have to see what Leicester say about extending things, but if they were happy I would be up for it.
"I'm still looking towards Leicester and I see my future there. I am aiming to get back into their team after Christmas and the new year so I am not looking at anything permanent here."
Stags boss Peter Shirtliff is in talks to get the loan deal extended for a further month, with Sheehan's loan deal ending after the 1-0 defeat to Bristol Rovers.