Film
- His first film was made in 1931 by John Drinkwater.
- In 1933 he appeared as Lord Burleigh in Tudor Rose.
- In 1937, he played the role of the Lord Chamberlain in the first version of the film Bonnie Scotland, and in the same year he appeared in Young and Innocent.
- He appeared in the title role of the 1941 film Inspector Hornleigh Goes To It.
- He played a supporting role in the 1947 film, They Made Me a Fugitive.
- He appeared in the 1952 film version of The Importance of Being Earnest, and in The Weak and the Wicked in the same year.
- He also played character parts in the British 1950s comedy films such as Titfield Thunderbolt, Too Many Crooks, and Brothers in Law among many others.
- In 1957 he played the role of Judge Brack in The Wild Duck opposite Sir Michael Redgrave.
- He appeared in such films as the first Doctor Who film Dr. Who and the Daleks in 1965 in the small but key role of Dr. Who's superior.
- In one of his final film appearances, he played a cameo role as the butler in Carry on Cabby in 1968.
Television
- In the 1950s, he portrayed the role of Mr. Bennett in the BBC's 1952 and 1958 adaptations of Pride and Prejudice.
- He also played Judge Brack again in the 1956 BBC Sunday-Night Theatre presentation of The Wild Duck.
- He regularly played the role of Major Wilson in the BBC1 detective drama series Colonel March of Scotland Yard from 1955 to 1959.
- In 1959, he provided the voice of "The Great Zamboni" in several episodes of the BBC children's television series Whirligig.
- In 1960, he appeared as the character Uncle Reginald Fortune in the BBC2 historical drama series The Days of Vengeance, and in 1964, he played the character of "Mr. Bickerstaffe" in a BBC adaptation of The History of Mr. Polly.
- In 1971, he played Dr. John Thorndyke in the TV series of the same name, and in 1975 he played the role of the "Head Waiter" in the ITV comedy-drama series, The Howerd Confessions.
- During the period 1980–1982, Sherley-Price reprised his role of Judge Brack (which had originated on stage in 1932, been presented on television in 1956 and in the cinema in 1957) in an ITV adaptation of The Wild Duck.