This study aimed to perform a GWAS to identify genomic regions associated with milk and cheese-making traits in Assaf and Churra dairy sheep breeds; second, it aimed to identify possible positional and functional candidate genes and their interactions through post-GWAS studies. For 2,020 dairy ewes from 2 breeds (1,039 Spanish Assaf and 981 Churra), milk samples were collected and analyzed to determine 6 milk production and composition traits and 6 traits related to milk coagulation properties and cheese yield. The genetic profiles of the ewes were obtained using a genotyping chip array that included 50,934 SNP markers. For both milk and cheese-making traits, separate single-breed GWAS were performed using GCTA software. The set of positional candidate genes identified via GWAS was subjected to guilt-by-association-based prioritization analysis with ToppGene software. Totals of 84 and 139 chromosome-wise significant associations for the 6 milk traits and the 6 cheese-making traits were identified in this study. No significant SNPs were found in common between the 2 studied breeds, possibly due to their genetic heterogeneity of the phenotypes under study. Additionally, 63 and 176 positional candidate genes were located in the genomic intervals defined as confidence regions in relation to the significant SNPs identified for the analyzed traits for Assaf and Churra breeds. After the functional prioritization analysis, 71 genes were identified as promising positional and functional candidate genes and proposed as targets of future research to identify putative causative variants in relation to the traits under examination. In addition, this multitrait study allowed us to identify variants that have a pleiotropic effect on both milk production and cheese-related traits. The incorporation of variants among the proposed functional and positional candidate genes into genomic selection strategies represent an interesting approach for achieving rapid genetic gains, specifically for those traits difficult to measure, such as cheese-making traits.