In a video call with reporters Monday, Sheppard was asked several times about Wall, who will attempt to make his way back from a ruptured left Achilles.
"No, he didn't request [a trade]," Sheppard said when asked about a report that Wall had done so. "... John and I talk pretty much once every other day. And [I've] been to many of his workouts throughout the summer, we have always been on the same page, same wavelength. Same with Bradley [Beal]."
"There's no issues with John and I. There's no issues with John and the Wizards. There's no issue with anybody."
Wall has not played since Dec. 26, 2018. The No. 1 overall pick in 2010 -- who has three years and more than $132 million left on his contract -- has played in only 73 games over his previous two seasons on the court (2017-18 season to December 2018).
In Wall's absence, Beal blossomed into the team star, averaging 30.5 points, 6.1 assists and 4.2 rebounds this past regular season. Beal did not play in the restart in the NBA bubble in Orlando, Florida, because of a shoulder injury.
Sheppard said he watched Wall work out Monday morning and that the former All-Star point guard has expanded his game.
"I've seen enough of him the last two years and certainly this summer to know that he's gotten his explosiveness back," Sheppard said. "... He's very comfortable from 3 now and that is something that I think will be a huge weapon for us moving forward."
Sheppard added that he spoke with Beal on Monday.
"He is excited about getting back here... it's a new story now with John and Bradley," the GM said. "It's not a sequel. They haven't played together in two years. But they both look forward to playing together. That is where we are at and that is where we move on to."