Kurt Kepshire was selected by the Cincinnati Reds in the 25th round of the 1979 Major League Draft. He remained in the Reds minor league system until he was taken by the St. Louis Cardinals in the Rule 5 Draft in 1982. Kepshire made his pro debut in 1984 with the Cardinals. That season, he started 16 of the 17 games he appeared in while posting a 6-5 record with two shutouts and a 3.30 ERA. Kepshire spent the 1985 season in the Cardinals rotation and pitched in 32 games, starting 29 of them and ending the year with a 10-9 record and a 4.75 ERA. Kephsire played in two games the following year for the Cardinals with one start. Kepshire became a free agent after the 1986 season and inked a deal with the Cleveland Indians. The Tribe released him at the end of spring training in 1987. He spent 1987 with Mexico City and rounded out his playing days with Indianapolis and Portland at the AAA level. Kepshire posted a 16-15 record with a 4.16 ERA in 51 games in the majors.