The present study was conducted to find the effect of vitamin E and selenium (Se) on physiological, hormonal and antioxidant status of Damani and Balkhi sheep under high ambient temperature. Forty Damani and Balkhi healthy multiparous, non-pregnant sheep having similar initial body weight were selected. The sheep in each breed were further equally divided into control and treated groups. The sheep were fed a dietary plan recommended by the National Research Council (Nutrient requirements of small ruminants: sheep, goats, cervids, and new world camelids, National Academies Press, Washington, DC, 2007). In addition, the sheep in the treated groups were supplemented with Se (0.3 mg) and vitamin E (50 mg) per kg of diet for 4 weeks. The results indicated that respiration and pulse rate decreased significantly (P < 0.05) on day 28 compared to the first day of the study in the treatment groups. The concentration of T3 and T4 was significantly (P < 0.01) high in Damani sheep compared to Balkhi. In addition, except follicle-stimulating hormone (FSH) and progesterone, T3 and T4 were significantly (P < 0.01) high in the treated sheep compared to the control. Malondialdehyde (MDA), cortisol and heat-shock protein (HSP-70) increased significantly (P < 0.05) in Balkhi sheep compared to Damani. In the treated sheep, MDA, cortisol and HSP-70 were significantly (P < 0.01) low, while superoxide dismutase (SOD) and glutathione peroxidase (GPx) were significantly (P < 0.01) high in the treatment sheep. It was concluded that vitamin E and Se at the present doses improved the physiological, hormonal and antioxidant status in Damani and Balkhi sheep. In addition, Damani sheep were more tolerant to heat stress than Balkhi sheep.