Sheep are known for their strong flocking instinct, which means they band together in large groups to protect themselves from predators. This is why it’s important to keep sheep supervised at night if you are keeping them in a pasture. They can still roam at night, but it’s important that you have a sheltered area for them to sleep in. This can include a barn, or even an enclosure like a shed. Having this sheltered area will keep them safe from coyotes, wolves, and other dangerous predators that might be out looking for sheep to attack.
Sheep sleep standing up or lying down, depending on how comfortable they feel. They will usually lie down if they plan to sleep for more than a few minutes, because as ruminants, this helps them digest their food faster. Sheep also spend very little time in REM sleep, because this stage of sleep tends to make prey animals more vulnerable to predators.
If it’s very cold or windy at night, a good option is to lock the sheep inside of a barn or other sheltered area. However, if the weather is nice, sheep will generally prefer to stay outside at night. They have thick coats of wool, which keeps them warm and they don’t mind the cold weather or snow at all, as long as they have a place to sleep!