The ability to predict the effects of climatic factors on animals and their adaptability is important for livestock production. The aim of the present study was to analyze whether existing indices are suitable for evaluating heat stress in Santa Ines and Morada Nova sheep, which are locally adapted hair sheep breeds from northeastern Brazil, and if the limits used to classify thermal stress are suitable for these breeds. Therefore, climatic, physiological, and physical parameters, as well as thermographic images, were collected in 26 sheep, 1 1/2 years old, from two genetic groups (Santa Ines 12 males and 4 females; Morada Nov. 7 males and 3 females) for 3 days in both morning (4:00 a.m.) and afternoon (2:00 p.m.) with six repetitions, totalizing 156 repetitions. Statistical analysis included correlations and broken-line regressions. Iberia and Benezra indices were the tolerance tests that best correlated with the assessed parameters. High correlations between environmental indices and rectal or skin surface temperatures was observed, which indicates that these indices can be used for Santa Ines and Morada Nova sheep raised in central Brazil. However, some indicative values of thermal discomfort are different from the existing classification. Therefore, in order to classify appropriately, the model used needs to be carefully studied, because these classifying values can vary according to the species and model. Further research is necessary to establish indicators of thermal stress for sheep breeds raised in the region.