Livestock supplementation with forage trees is becoming a sustainable alternative to traditional grazing on the open pastures during the dry season in Benin. However, little is known about the feeding preferences of sheep and the digestibility of such native tree/shrub fodder. Such knowledge could improve their use on smallholder farms. Multiple-choice feeding preference tests were conducted on six tree fodders (Annona senegalensis, Blighia sapida, Cassia sieberiana, Gmelina arborea, Khaya senegalensis, and Mangifera indica) to determine the best choice to feed the local rams and ewe Djallonke sheep. The cafeteria test involved four rams and four ewes. In addition, an in vivo trial using metabolic cages was conducted to evaluate the voluntary intake of dried woody leaves and the dry matter digestibility of diets containing these dried leaves. Preferences varied significantly (p ≤ 0.05) according to the woody species. Based on relative intake values, sheep preferred, in decreasing order, the leaves of M. indica, B. sapida, K. senegalensis, G. arborea, A. senegalensis, and C. sieberiana. The apparent digestibility of dry matter was highest (p ≤ 0.01) in the G. arborea diet (86.8%); all diets presented a value higher than 70%. This study provided helpful information about better resource utilization to improve animal productivity. Further study could evaluate the growth performance of sheep supplemented with tree fodder.