Cloke was heavily booed by Pies fans during the match on Friday night after 246 games over 12 seasons for the Magpies.
The forward booted his only goal of the game in the first quarter as Collingwood fans were giving it to him, and that angered Sheahan when he spoke about the incident on Monday on SEN.
“I was really disappointed. Travis Cloke’s out of Collingwood because they didn’t want him and he’s gone to another place,” Sheahan said.
“I thought it was disgraceful, actually. Here’s a bloke that’s given the best he had for Collingwood including (playing) in a premiership.”
Cloke finished with 14 touches and a goal, as the Bulldogs started their premiership defence with a 14-point win over Collingwood.