One of the Confederacy's most effective cavalry leaders, Joseph 0. Shelby served entirely in the Trans-Mississippi West. A planter and rope manufacturer, he had had investments in both his native Kentucky and Missouri. During the Bleeding Kansas episode he led a company of Kentuckians on the slavery side.

Early in the Civil War he entered the Missouri State Guard and his assignments included: captain, Shelby's Ranger Company, Missouri State Guard (spring 1861); colonel, 5th Missouri Cavalry (1862); commanding brigade, Marmaduke's Cavalry Division, Ist Corps, Trans-Mississippi Department (summer December 1862); commanding brigade, Marmaduke's Cavalry Division, District of Arkansas, Trans-Mississippi Department January-July 4, 1863 and late 1863-September 1864); brigadier general, CSA (December 15, 1863); commanding division, Army of Missouri, Trans-Mississippi Department (September 18-September 1864); and commanding lst (Missouri) Cavalry Brigade, lst (Missouri) Cavalry Division, Cavalry Corps, Trans-Mississippi Department (September 1864-May 26, 1865).

As a company commander he fought at Carthage, Wilson's Creek, and Pea Ridge before being sent back to Missouri to raise a regiment. As a colonel in charge of a brigade in John S. Marmaduke's mounted division, he fought at Prairie Grove and was wounded at Helena. Upon his recovery he was promoted to brigadier general and led a brigade at Jenkins' Ferry.

During Price's invasion of Missouri in the late summer and fall of 1864 he led a cavalry division. When the Confederacy's collapse came he refused to surrender and led part of his force to Mexico where they unsuccessfully offered their services to either side. He then returned to his business interests in Missouri.