In this paper we study equivariant moduli spaces of sheaves on a $ K3 $ surface $ X $ under a symplectic action of a finite group. We prove that under some mild conditions, equivariant moduli spaces of sheaves on $ X $ are irreducible symplectic manifolds deformation equivalent to Hilbert schemes of points on $ X $ via a connection between Gieseker and Bridgeland moduli spaces, as well as the derived McKay correspondence.