Bielsa is a cult figure at Leeds after he turned the Yorkshire giants from a middling Championship club into a Premier League side.
Leeds entertained their way to a top-half finish on their first season back in the Premier League last year but are struggling this term with only two wins from their opening 13 games.
While Leeds are still backing Bielsa, some questions are being asked about the Argentine and Sherwood conceded that he is definitely under pressure at the moment.
However, he stressed that he would not wait to be sacked at Leeds and would walk away from the club on his own accord if he believes he cannot take them any further.
The former Premier League manager insisted that Bielsa will personally tell the board that he cannot do the job anymore if that is the conclusion he comes to after results do not improve.
Sherwood said on Premier League TV after Leeds’ draw with Brighton: “He is under pressure.
“But I think with this manager, he doesn’t wait to get sacked.
“If he feels like he cannot take this group further forward he will be saying to the hierarchy you don’t pay me money, you don’t owe me anything.
“He signs a one-year rolling contract, he only wants to get paid if he succeeds and that is what the man is all about.
“He will be saying to them I am finished with the group, you need to employ someone else.
“He will tell them as that’s the sort of man he is.”
Bielsa has a road named after him in the city of Leeds and will forever remain an icon at Elland Road, regardless of the Whites’ performances this season.