The origins and prehistory of domestic sheep (Ovis aries) are incompletely understood; to address this, we generated data from 118 ancient genomes spanning 12,000 years sampled from across Eurasia. Genomes from Central Türkiye ~8000 BCE are genetically proximal to the domestic origins of sheep but do not fully explain the ancestry of later populations, suggesting a mosaic of wild ancestries. Genomic signatures indicate selection by ancient herders for pigmentation patterns, hornedness, and growth rate. Although the first European sheep flocks derive from Türkiye, in a notable parallel with ancient human genome discoveries, we detected a major influx of Western steppe-related ancestry in the Bronze Age.