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Sheinbaum studied physics at the National Autonomous University of Mexico (UNAM), where she earned an undergraduate degree in 1989. She earned a master's degree in 1994 and a Ph.D. in 1995 in energy engineering.

Sheinbaum completed the work for her Ph.D. thesis between 1991 and 1994 at the Lawrence Berkeley National Laboratory in California. While working for the laboratory, she analyzed the use of energy in the Mexican transportation sector and published studies on the trends in Mexican building energy use.

In 1995, she joined the faculty at the Institute of Engineering at the National Autonomous University of Mexico (UNAM). She was a researcher at the Institute of Engineering and is a member of both the Sistema Nacional de Investigadores and the Mexican Academy of Sciences. In 1999, she received the prize for best UNAM young researcher in engineering and technological innovation.