Di-(2-ethylhexyl) phthalate (DEHP) and Cadmium (Cd) affect female reproduction. To date, toxicological research has focused on the effects of individual contaminants, whereas living beings are exposed to mixtures. This study analyzed the effects of a DEHP/Cd mixture on nuclear and cytoplasmic maturation of sheep cumulus–oocyte complexes (COCs) compared with single compounds. COCs recovered from slaughterhouses-derived sheep ovaries were in vitro exposed to 0.5 μM DEHP, 0.1 μM Cd, or DEHP/Cd mixture at the same concentrations during 24 h of in vitro maturation (IVM). After IVM, oocyte nuclear chromatin configuration was evaluated, and bioenergetic/oxidative parameters were assessed on expanded cumulus cells (CCs) and matured oocytes (chi-square test and one-way ANOVA; p < 0.05). Under examined conditions, oocyte nuclear maturation was never impaired. However, COC bioenergetics was affected with stronger effects for the mixture than single compounds. Indeed, the percentages of matured oocytes with healthy mitochondrial distribution patterns were reduced (p < 0.001 and p < 0.05 for mixture and single compounds, respectively). Oocyte mitochondrial membrane potential, intracellular ROS levels, and mitochondria/ROS co-localization were reduced, with the same significance level, in all contaminated conditions. CCs displayed increased ROS levels only upon mixture exposure (p < 0.001). In conclusion, in vitro exposure to the DEHP/Cd mixture affected COC quality in the sheep to a greater extent than separate compounds.