Exogenous fibrolytic enzyme (EFE) products in ruminant nutrition may be an important alternative to meet the increased demands for animal products in the future with reduced environmental impacts. This study aimed to evaluate the dose response of EFE supplementation on the nutrient digestibility, nitrogen and energy utilization, and methane (CH4) emissions of Tan sheep grazed in summer and winter. A total of 20 Tan wether sheep with an initial body weight of 23.17 ± 0.24 kg were used in a randomized complete block design and categorized into two groups. Animals fed orally with 1 g of EFE (10,000 U/g) mixed with 30 mL of water using a drencher constituted the EFE group. For experimental accuracy, the control (CON) group was orally administered with 30 mL of normal saline daily before grazing. The following results were obtained: EFE in the diet increased dry matter intake (DMI) (P < 0.05), average daily gain (P < 0.05), and digestibility (P < 0.05) compared with CON in summer and winter. DMI increased but average daily gain and digestibility decreased in winter compared with those in summer. Sheep fed with the EFE diet increased the concentrations of rumen ammonia nitrogen (P < 0.05) and total volatile fatty acids (P > 0.05), but reduced pH (P > 0.05), compared with CON in summer and winter. EFE increased nitrogen (N) intake, digestible N, retained N, and retained N/digestible N (P < 0.05) but reduced fecal N/N intake, urinary N/N intake, and excretion N/N intake in summer and winter (P < 0.05), compared with CON. Retained N/N intake reduced and excretion N/N intake increased in winter relative to those in summer. In winter, gross energy (GE), manure E/GE, CH4 emissions, CH4/DMI, and CH4/GE increased but digestion energy and metabolic energy decreased compared with those in summer. Sheep fed with the EFE diet had a greater GE intake than those fed with the CON diet (P < 0.05) but had lesser CH4/DMI and CH4E/GE (P < 0.05) than those fed with the CON diet in both summer and winter. In conclusion, EFE supplementation increased DMI, apparent digestibility, and N deposition rate. These effects were beneficial for animal production. The CH4 emission per unit DMI of grazing Tan sheep was lesser and conducive for augmenting the environmental benefits.