I really like this drawing of yours!
The first thing I like is the silhouette of the character and the facial expression of the character, accompanied by her body language. I see a very strong silhouette that emphasizes the body language of the character: very cocky and confident; while still making the character look relaxed and a little bit sexy. That is help by the fact that the character’s facial expression follows those exact same characteristics. The character’s penetrating eyes, her right eyebrow raised and her head leaning down-forward a little bit shows great confidence and makes the character also look unimpressed, just like Shego is.
The coloring was fantastic too! The character’s costume looks rough: like in her right side of her chest; and washed out: in the area around her eyelids, yet in some parts of her costume in looks really smooth: as is the case for her right thigh. I also liked the dry-brush effect for the fade-out at the bottom of the illustration. My favorite part of the piece’s coloring is the rim lighting in the black areas of the character’s costume. It creates a difference between the character’s hair and still maintains the strong silhouette.
Although I don’t like that the character’s hair is as low as her thighs: in the bottom part of the illustration, at the back of her thighs; it was overall an excellent illustration. Side note: I’ve notice your drawing style is similar to that of Junji ito, and I like that.