Sheep (Ovis aries) and goats (Capra hircus) have, for more than a millennia, been a source of fibres for human use, be it for use in clothing and furnishings, for insulation, for decorative and ceremonial purposes, or for combinations thereof. While use of these natural fibres has in some respects been superseded by the use of synthetic and plant-based fibres, increased accounting for the carbon and water footprint of these fibres is creating a re-emergence of interest in fibres derived from sheep and goats. The keratin-associated proteins (KAPs) are structural components of wool and hair fibres, where they form a matrix that cross-links with the keratin intermediate filaments (KIFs), the other main structural component of the fibres. Since the first report of a complete KAP protein sequence in the late 1960s, considerable effort has been made to identify the KAP proteins and their genes in mammals, and to ascertain how these genes and proteins control fibre growth and characteristics. This effort is ongoing, with more and more being understood about the structure and function of the genes. This review consolidates that knowledge and suggests future directions for research to further our understanding.