Background: The UK dairy sheep industry is relatively small but growing, particularly for cheese and yogurt products. Anecdotally, sheep milk (SM) may be better tolerated by humans than cows’ milk and could have environmental as well as health benefits. All milk contains sub-micron particles called extracellular vesicles (EVs) which are mainly derived from the mammary epithelium. Physiologically, milk-derived EVs are thought to aid in the development of infant immunity and the microbiome, but may also have health benefits to adult humans. The purpose of this study was to determine whether EVs could be isolated from raw sheep milk and whether they have any effect on inflammatory responses in THP-1, a human monocyte cell line, in vitro. Methods: Using sequential ultracentrifugation, vesicles of <1 µm (LEV) followed by <200 nm (sEVs) were isolated from six individual sheep during mid-lactation. RNA was extracted and microRNA analyzed by RTqPCR for sequences previously identified in cows’ milk. Human THP-1 monocytes were differentiated into macrophages and incubated with SM-derived LEVs and sEVs in the presence of pro-inflammatory LPS to measure the effects on the secretion of the chemokine CCL-2 or in the presence of DMNQ and fluorescent dihydrorhodamine-1,2,3 to measure reactive oxygen species. Results: LEVs induced an increase in ROS in both monocytes and macrophages, whilst sEVs decreased DMNQ-mediated ROS in macrophages but not monocytes. Interestingly, the LEVs did not induce CCL2 release; however, they increased LPS-induced CCL2 secretion in monocytes but not macrophages. miR26a, miR92a, miR125b, miR155 and miR223 were identified in both sEVs and LEVs by RT-qPCR and could be responsible for the modulation of ROS and CCL2 expression. Conclusions: These findings suggest that like cows’ milk, sheep milk contains EVs, and they can influence human monocyte/macrophage responses, and so is worthy of further investigation for its potential human- and non-human-animal health benefits.