The Sheepshead Bay station is an express station on the BMT Brighton Line of the New York City Subway. It is located in the Sheepshead Bay neighborhood of Brooklyn. It is served by the Q train at all times and by the B train on weekdays.

The BMT Brighton Line, also known as the Brighton Beach Line, is a rapid transit line in the B Division of the New York City Subway in Brooklyn, New York City, United States. Local service is provided at all times by the Q train, but is joined by the B express train on weekdays. The Q train runs the length of the entire line from Coney Island–Stillwell Avenue to the Manhattan Bridge south tracks. The B begins at Brighton Beach and runs via the bridge's north tracks.