Evil Sheen is Sheen's evil clone. He lived on the Evil Earth. He also joined the angry mob of evil kids who wanted to kill Jimmy when he was accidentally being polite. He and the other evil clones were then sucked into the Dark Matter Dimension with the Evil Earth after Evil Jimmy broke the dark matter power chip that created the horrible planet.
In the planned season four, Evil Sheen and the other evil clones would've returned from the Dark Matter Dimension and attacked Jimmy and his class, who were on a field trip to an asteroid provided by Jimmy himself.