The Sheyenne River rises in central North Dakota out of the eastern end of Sheyenne Lake in Sheridan County about 70 miles north-northeast of Bismarck. It flows northeasterly through Harvey and past Wellsburg picking up a stream out of Buffalo Lake before beginning an eastern tack. It flows by the hamlet of Sheyenne and begins a turn to the south near McVille.

Bald Hill Dam, just north of Valley City, stops the free rush of water to form Lake Ashtabula. After exiting the dam, the river continues south becoming a part of Fort Ransom State Park.

The flow of water begins an east and northward stretch as it passes through Lisbon on its way to emptying into the Red River of the North about 20 miles north of Fargo.