Preheat the oven to 400 degrees. Spray a sheet pan with cooking spray or line with foil.
Place shrimp, sausage & all vegetables in a large mixing bowl. Pour in the olive oil and cajun seasoning and mix well. All ingredients should be evenly coated.
Pour everything, EXCEPT the shrimp, onto a large baking sheet, spread evenly. Some ingredients will be slightly overtopping others.
Place in the preheated oven and cook for 20 minutes.
Using pot holders, remove the sheet pan with the vegetables and sausage from the oven. Add the seasoned shrimp on the sheet pan with the vegetables, and return to the oven and cook for 5 to 7 more minutes.
When cooking time is done, remove from the oven and serve immediately!
Notes
Be sure to use a large baking sheet, approximately 18x13 inches.
This dish pairs excellently with cajun rice and/or dirty rice!