We analysed macro-and microscopic features of dorsal guard hairs in 21 specimens of wild and domestic sheep and goats. We integrated and extended the available data on hair morphology of wild species and provide a first comparative analysis of hair structure of domestic forms. Domestic sheep and goats, probably due to a convergence process under artificial selection, show similar medullary features to each other and different medullary structures from their relative wild relatives. Different breeds show a diverse alteration of the medullary structure probably correlated to the duration of the domestication process. Domestic sheep have a cuticular structure different from the relative wild ancestor, while domestic goats do not show clear differences in the cuticle from the related wild species. The strong artificial selection for wool production may have transformed the hair structure of the sheep, but not that of the goat. We described the effects of age on the microscopic structure of hair, which have not yet been investigated. The medullary structure and the cuticular pattern in domestic forms do not change with age, as seen in wild species, because juveniles characters are retained in adults due to domestication.