Following domestication, sheep (Ovis aries) have become essential farmed animals across the world through adaptation to a diverse range of environments and varied production systems. Climate-mediated selective pressure has shaped phenotypic variation and has left genetic "footprints" in the genome of breeds raised in different agroecological zones. Unlike numerous studies that have searched for evidence of selection using only population genetics data, here, we conducted an integrated coanalysis of environmental data with single nucleotide polymorphism (SNP) variation. By examining 49,034 SNPs from 32 old, autochthonous sheep breeds that are adapted to a spectrum of different regional climates, we identified 230 SNPs with evidence for selection that is likely due to climate-mediated pressure. Among them, 189 (82%) showed significant correlation (P a parts per thousand currency sign 0.05) between allele frequency and climatic variables in a larger set of native populations from a worldwide range of geographic areas and climates. Gene ontology analysis of genes colocated with significant SNPs identified 17 candidates related to GTPase regulator and peptide receptor activities in the biological processes of energy metabolism and endocrine and autoimmune regulation. We also observed high linkage disequilibrium and significant extended haplotype homozygosity for the core haplotype TBC1D12-CH1 of TBC1D12. The global frequency distribution of the core haplotype and allele OAR22_18929579-A showed an apparent geographic pattern and significant (P a parts per thousand currency sign 0.05) correlations with climatic variation. Our results imply that adaptations to local climates have shaped the spatial distribution of some variants that are candidates to underpin adaptive variation in sheep.