No official GameShark device was ever released for the PSP. Mad Catz (GameShark brand owner) did not support the platform. The cheating ecosystem on PSP evolved entirely differently.
cheat.db / cheatpops.db (PS1) from GitHub or PSP-Hacks. Place in seplugins/.Bottom Line: No GameShark. CFW + TempAR/CWCheat is the PSP way. It's more powerful, flexible, and free than any cartridge device ever was.