Background The aim of this study is a comparison between some different protein sources in sheep rations to identify the best protein source that achieves the highest production performance and the lowest economical feed efficiency. Twenty Farafra male lambs weighed on average 41.39 ± 1.66 kg were divided randomly into four similar groups of 5 animals each. All groups were fed on concentrate feed mixture (CFM) at 3% of their body weight, and wheat straw fed ad lib. to replace 100% of the soybean meal (SBM) as a source of protein, black cumin seed meal (BCSM), cottonseed meal (CSM) and sesame seed meal (SSM) were incorporated into the CFM. The feeding trial extended for 66 days followed by digestibility and nitrogen (N) balance trials. Results The results indicated no difference in total feed intake between experimental groups. Digestibility of crude protein, ether extract and crude fiber for animals fed CSM ration was higher (p < 0.05) than those fed the other rations. On the other hand, the CSM ration recorded a higher value of digestible crude protein than SBM and BCSM rations. Lambs gave rations containing CSM was higher (p < 0.05) average daily weight gain compared with those fed the other rations. Lambs that fed CSM ration were better to feed conversion as kg dry matter intake/kg gain than those fed the other rations. Relative economic efficiency was the best for CSM ration as compared to other protein sources. Nitrogen balance value of sheep fed CSM diet had the highest (p < 0.05) value compared with those fed different sources. Rumen fermentation showed that the pH value was the lowest with SSM, NH3-N concentration was higher for BCSM and SSM, and total volatile fatty acids were higher for SBM compared with the other rations. Conclusion It could be concluded that cottonseed meal was the best treatment for digestibility coefficient, average daily gain, highest nitrogen balance, better feed conversion ratio and also the best economic efficiency compared to soybean meal, black cumin seed meal and sesame seed meal treatments. It can replace 100% soybean meal by cottonseed meal in sheep ration when economics is to be considered.