There are scientific opinions that a nonhuman animal cannot feel emotions, and, hence, positive experiences, without being cognitive. Therefore, determining an animal's cognitive capacity can be useful in supporting the existence of emotions. Research shows that sheep can perform tasks based on olfactory and visual stimuli; however, little research exists on determining the ability of sheep to perform such tasks based on auditory cues. This study demonstrates that sheep can perform a discriminant, operant task based on a visual cue (p < .001); however, sheep could not exhibit the desired response to a directional audio cue in 2 subsequent studies (p = .346; p = .031). Nonetheless, the study provides further evidence on the complex cognitive abilities of sheep and indicates the potential for sheep to use audio cues in their learning.