Effective regulation of the sonic hedgehog (Shh) signalling pathway is essential for normal development in a wide variety of species. Correct Shh signalling requires the formation of Shh aggregates on the surface of producing cells. Shh aggregates subsequently diffuse away and are recognised in receiving cells located elsewhere in the developing embryo. Various mechanisms have been postulated regarding how these aggregates form and what their precise role is in the overall signalling process. To understand the role of these mechanisms in the overall signalling process, we formulate and analyse a mathematical model of Shh aggregation using nonlinear ordinary differential equations. We consider Shh aggregate formation to comprise of multimerisation, association with heparan sulfate proteoglycans (HSPG) and binding with lipoproteins. We show that the size distribution of the Shh aggregates formed on the producing cell surface resembles an exponential distribution, a result in agreement with experimental data. A detailed sensitivity analysis of our model reveals that this exponential distribution is robust to parameter changes, and subsequently, also to variations in the processes by which Shh is recruited by HSPGs and lipoproteins. The work demonstrates the time taken for different sized Shh aggregates to form and the important role this likely plays in Shh diffusion.