Sharkey County is a county located in the U.S. state of Mississippi. Part of the eastern border is formed by the Yazoo River. According to the 2020 census, the population was 3,800, making it the second-least populous county in Mississippi, after Issaquena County. Its county seat is Rolling Fork. The county is named after William L. Sharkey, the provisional …Sharkey County is a county located in the U.S. state of Mississippi. Part of the eastern border is formed by the Yazoo River. According to the 2020 census, the population was 3,800, making it the second-least populous county in Mississippi, after Issaquena County. Its county seat is Rolling Fork. The county is named after William L. Sharkey, the provisional Governor of Mississippi in 1865.