Sheep are one of the most economically important domesticated animals for human society. However, genetic improvements for the key traits associated with meat, growth, milk, wool, reproduction, horns and tails progress slowly using conventional crossbreeding methods. With the development and utilization of high-throughput screening technologies over the last decade, a list of functional genes and genetic variants associated with these traits has been identified. This review covers recent genome-wide studies on sheep productive traits using high-throughput screening technologies, including those based on single-nucleotide polymorphisms and copy number variants at the whole-genome level (e.g., genome-wide association studies), transcriptome and DNA methylation sequences. Additionally, comprehensive information on functional genes and genetic variants associated with economically important traits in sheep is provided.