Sheep were one of the first livestock species domesticated by humans. After initial domestication in the Middle East they were spread across Eurasia. The modern distribution of endogenous Jaagsiekte sheep retrovirus insertions in domestic sheep breeds suggests that over the course of millennia, successive introductions of improved lineages and selection for wool quality occurred in the Mediterranean region and most of Asia. Here we present a novel ancient DNA approach using data of endogenous retroviral insertions in Bronze and Iron Age domestic sheep from the Caucasus and Pamir mountain areas. Our findings support a secondary introduction of wool sheep from the Middle East between the Late Bronze Age and Iron Age into most areas of Eurasia.