The AFL will investigate the social media abuse directed at Sheezel, who was confirmed on Tuesday night as the first AFL-listed Jewish player since 2002.
As expected, North Melbourne recruited him with the No.3 selection and his long-time friend George Wardlaw also joined the Kangaroos with the following pick.
"I feel fine. I don't let that stuff get to me - obviously the comments are disrespectful and wrong," Sheezel, 18, said.
"I'm just trying to be a role model now. I don't tolerate what's been said and I will probably stand up against that.
"It doesn't really affect me, it's wrong and the right action should be taken against those people."
The 18-year-old was targeted with anti-Semitic slurs in the comments section of a Facebook post sharing a news article, where Sheezel had discussed wanting to be a role model for the Jewish community.
An AFL spokesperson confirmed the league had contacted Sheezel's management, while its integrity department will investigate whether any of the offending accounts belong to AFL club members.
"To denounce a young man on the eve of realising his dream of being drafted to the AFL is deplorable and unacceptable, and there is no place for this type of behaviour anywhere in our community," the AFL said in a statement.
"This morning the AFL contacted the player's management, and the AFL integrity department is investigating as to whether those who made comments are genuine social media accounts and if they are club members."
Setting aside the abuse, Sheezel spoke of his pride at being the first Jewish player on an AFL list since Ezra Poyas played nine games for Richmond in the early 2000s.
"It's really exciting. I'm not sure why it hasn't happened in the past, but hopefully I can be an example for these kids," he said.
Sheezel was recruited from the Sandringham Dragons under-18 team and hails from prominent Melbourne Jewish sporting club Ajax.
He was destined for an AFL career from an early age, with photos circulating of the keen - now former - Hawthorn fan as a toddler with star players Lance Franklin and Sam Mitchell.
Sheezel only remembers a more recent photo of himself with new North coach Alastair Clarkson when he was a child and Clarkson was guiding the Hawks to four premierships.
He is rapt to be playing under Clarkson, even if it is not at the club he grew up supporting.
"It's not weird, it's really exciting. I've always looked up to Clarko as a great coach - it's perfect to be playing under him," he said.
Sheezel is a forward, while Wardlaw is a midfielder and the two Victorians were hoping to go to North together.
Wardlaw was touted as a potential No.1 pick, but hamstring problems cruelled his season this year.
Asked if he will be ready to join training immediately, Wardlaw said:Â "I will sit down (with the club), have a chat, and see where we are."
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