Sheena debuted in Joshua B. Power's British magazine Wags #1, in 1937. She was created by Will Eisner and S.M. "Jerry" Iger of the comic-book packager Eisner & Iger, one of a handful of studios that produced comics on demand for publishers and syndicates, and whose client Editors Press Service distributed the feature to Wags. To help hide the fact their studio consisted only of themselves, the duo signed their Sheena strip with the pseudonym "W. Morgan Thomas". Eisner said an inspiration for the character's name was H. Rider Haggard's 1886 jungle-goddess novel She.
Sheena first appeared stateside in Fiction House's Jumbo Comics #1, and subsequently in every issue (Sept. 1938 - April 1953), as well as in her groundbreaking, 18-issue spin-off, Sheena, Queen of the Jungle (Spring 1942 - Winter 1952), the first comic book to title-star a female character. Sheena also appeared in Fiction House's Ka'a'nga #16 (Summer 1952) and the one-shot 3-D Sheena, Jungle Queen (1953) — the latter reprinted by Eclipse Comics as Sheena 3-D (Jan. 1985) and by Blackthorne Publishing as Sheena 3-D Special (May 1985). Blackthorne also published Jerry Iger's Classic Sheena (April 1985. Fiction House, originally a pulp magazine publisher, ran prose stories of its star heroine in the latter-day pulp Stories of Sheena, Queen of the Jungle (Spring 1951) and Jungle Stories vol. 5, #11 (Spring 1954).
Blackthorne in the 1980s also published original Sheena stories in the three-issue series Jungle Comics (May-Oct. 1988). Bruce Jones wrote stories featuring Sheena and Ka'a'nga in at least one issue. All three covers are signed by the artist: Dave Stevens (#1); Dragan Flaese (#2), who also drew that issue's interior art; and Donnie Jupiter (#3).
A version of Sheena, transplanted from Africa to South America, appeared in London Night Studio's Sheena, Queen of the Jungle one-shot comic book and subsequent four-issue miniseries (Feb. 1998 - Spring 1999). As well, AC Comics publishes Sheena reprints, as well as reprints and some new stories of the jungle femmes that followed in her wake.