Brazilian sheep descended from several breeds brought to the New World by Portuguese and Spanish colonists, and they have evolved and adapted to local climatic variations and acquired tolerance or resistance to many diseases. Molecular markers are widely used in analyzing genetic variability, and markers such as amplified fragment length polymorphism (AFLP), restriction fragment length polymorphism (RFLP), microsatellite, mtDNA and single nucleotide polymorphism (SNP) have facilitated the characterization of genetic diversity and population structure, and in the investigation of the natural history, behavior, and evolution of several sheep breeds. In this context, we present here a review of the uses of molecular markers in ecological and conservation research of Brazilian sheep breeds.