Sheehan picked apart the Davidson secondary with TD strikes of 30 yards to Keyon West, 31 yards to Carlos Tarrats and 22 yards to Tyler Hamilton. Sheehan was 12 of 13 for 174 yards passing and the Indians had 484 total yards to 243 for the Wildcats (1-1).
Davidson's score, a 1-yard run by David Rogers, came midway in the fourth quarter.
The South Atlantic Conference Indians returned their starting offensive line from last season and four of their five top receivers.
Lackey's interception of J.D. Douglas's pass opened the scoring and the Indians had a 28-0 halftime lead. David Burgess scored on an 8-yard run in the third.
Douglas was 19 of 29 for 131 yards passing and two interceptions.