In this paper we describe a data set of multivariate physiological measurements recorded from conscious sheep (N = 8; 37.4 ± 1.1 kg) during hemorrhage. Hemorrhage was experimentally induced in each animal by withdrawing blood from a femoral artery at two different rates (fast: 1.25 mL/kg/min; and slow: 0.25 mL/kg/min). Data, including physiological waveforms and continuous/intermittent measurements, were transformed to digital file formats (European Data Format [EDF] for waveforms and Comma-Separated Values [CSV] for continuous and intermittent measurements) as a comprehensive data set and stored and publicly shared here (Appendix A). The data set comprises experimental information (e.g., hemorrhage rate, animal weight, event times), physiological waveforms (arterial and central venous blood pressure, electrocardiogram), time-series records of non-invasive physiological measurements (SpO2, tissue oximetry), intermittent arterial and venous blood gas analyses (e.g., hemoglobin, lactate, SaO2, SvO2) and intermittent thermodilution cardiac output measurements. A detailed explanation of the hemodynamic and pulmonary changes during hemorrhage is available in a previous publication (Scully et al., 2016) [1].