Shea departed from her family's residence to walk to Adams Elementary School in Tyrone, Pennsylvania at approximately 8:00 a.m. on March 18, 1965. She was walking northbound between 15th Street and 16th Street at the time of her disappearance. She stopped to chat with a neighbor, who was the last person to see before she vanished. The neighbor stated that Shea was in good spirits at the time. She continued onward after finishing the conversation, but never arrived at school. Shea has never been heard from again.

Shea's school was located approximately four blocks from her family's home. She was a kindergarten student there. Her disappearance was not noticed for several hours, after which time a search was launched, but there was no sign of her.

Some agencies may state that Shea vanished shortly after 12:00 p.m. on the day of her disappearance.