Circular RNAs (circRNAs) are covalently closed circular non-coding RNAs. Due to their structure, circRNAs are more stable and have longer half-lives than linear RNAs making them good candidates for disease biomarkers. Despite the scientific relevance of these molecules, the study of circRNAs in non-model organisms is still in its infancy. Here, we analyse total RNA-seq data to identify circRNAs in sheep from peripheral blood mononuclear cells (PBMCs) and parietal lobe cortex. Out of 2510 and 3403 circRNAs detected in parietal lobe cortex and in PBMCs, a total of 1379 novel circRNAs were discovered. Remarkably, around 63% of all detected circRNAs were found to be completely homologous to a circRNA annotated in human. Functional enrichment analysis was conducted for both tissues based on GO terms and KEGG pathways. The enriched terms suggest an important role of circRNAs from encephalon in synaptic functions and the involvement of circRNAs from PBMCs in basic immune system functions. In addition to this, we investigated the role of circRNAs in repetitive vaccination experiments via differential expression analysis and did not detect any significant relationship. At last, our results support both the miRNA sponge and the miRNA shuttle functions of CDR1-AS in sheep brain. To our knowledge, this is the first study on circRNA annotation in sheep PBMCs or parietal lobe cortex samples.