A clean sheet is winning a game without letting your opponent score.
From the Main Menu:
- Ultimate Team
- Play tab
- Squad Battles
- Select a team and beat them without giving up a goal
The easiest way to do this achievement is play on Beginner Difficulty, where you are virtually unstoppable against the weak AI. You can score a goal and then take the ball and sit on your side of the field, the AI will not come after you.
You have to do this for ten Squad Battles matches, they don't need to be consecutive. If you're doing both stacks of this game, just record one more shut out on the other version to pop the achievement.