The 31-year-old was questioned by reporters on board a plane as he was extradited from Tbilisi on a Georgian Airways flight this afternoon.
Pictures released by the Special Penitentiary Service of Georgia earlier that day showed a hand-cuffed Shepherd being led by two uniformed officers into a secure cell in the back of a van.
He was believed to have been transferred to Metropolitan Police officers at Tbilisi International Airport and boarded a plane to Gatwick.
Shepherd will appear in front of a judge at the Old Bailey on Thursday before he begins his six-year prison sentence over the death of 24-year-old Charlotte Brown.
She died after the pair went for a late-night speedboat ride down the River Thames in December 2015.
Shepherd told reporters on the plane that he and his family have received threats as a result of “misplaced” animosity caused by the media’s misreporting of certain aspects of the case.
Wearing an open-collared shirt, Shepherd said: “There really have been some complete untruths, in particular this idea that I let her drown, that I did nothing to help her, this could not be further from the truth.”
Asked why he did not stay to defend himself in court, he said: “I wasn’t thinking at the time, I was acting on emotion and fear and I made a mistake.
“But now I’m trying to make amends.”
Shepherd said he regretted not speaking to Ms Brown’s family sooner, calling it his “second biggest mistake” after taking out the boat that night.
A jury found Shepherd guilty of manslaughter by gross negligence in his absence after he skipped bail last summer.
The web designer’s trial heard that he had been drinking champagne on a first date with Ms Brown when they went on the speedboat ride.
His 14ft Fletcher Arrowflyte boat had a series of defects and was speeding when it overturned near Wandsworth Bridge, throwing Ms Brown to her death in the water.
Shepherd, originally from Exeter, was plucked from the cold river.
He made his last appearance before the Old Bailey in November 2017 to deny manslaughter.
It was at the start of his trial in June that it emerged he would not attend court but he remained in regular contact with his defence team who pushed on without him.
The jury found him guilty and Judge Richard Marks QC sentenced him in absentia.
Shepherd told reporters he now felt “ready to face” prison and had “come to terms” with spending time behind bars.
He added that he felt responsible for Ms Brown’s death “in part” but “not to the degree of manslaughter”.
Shepherd will be returned before the judge from 9:30am on Thursday for the execution of a bench warrant.
Then his prison sentence awaits.
He could also face extra jail time for absconding but it is not yet known when a judge may add to his sentence.
Shepherd was granted permission to appeal against the conviction in December and surrendered to authorities in Tbilisi the following month.
The family of Ms Brown, from Clacton-on-Sea, Essex, had publicly campaigned for Shepherd to hand himself in.
Her father Graham Brown told ITV after Shepherd agreed to extradition last month that he had a weak case and “no choice” but to return.
Georgia’s justice minister formally approved the process on Monday.
Shepherd also faces a grievous bodily harm charge over an alleged assault in Devon on 16 March 16 last year.