South African indigenous breeds’ population is decreasing at a time when their genetic material is mandatory due to the rising climate change and global warming. South African indigenous sheep breeds include Namaqua Afrikaner, Zulu, BaPedi, and Damara sheep. These breeds are the most preferred breeds by rural farmers in South Africa due to their adaptability, low feed, and veterinary requirements. However, since they are characterized by small body sizes, farmers tend to crossbreed them with exotic breeds. An early survey conducted in Kwa-Zulu Natal revealed a 7.5% decline in Zulu sheep between 2008–2011. It has recently been observed that the population left is genotypically mixed with exotic genetic material due to uncontrolled breeding techniques that rural farmers apply. Therefore, the aim of this review is to address the present status, difficulties, and conservation approaches applied to save these breeds. However, this review will be limited to the current extinction status as it appears in the Food and Agriculture Organization (FAO) system, data from recent studies, difficulties limiting the conservation success of these breeds, and the current conservation approaches in use to conserve these breeds.