Selection signature provides an efficient tool to explore genes related to traits of interest. In this study, 176 ewes from one Chinese uniparous breed and three Kazakhstan multiparous breeds are genotyped using Affymetrix 600K HD single nucleotide polymorphism (SNP) arrays, F-statistics (Fst), and a Cross Population Extend Haplotype Homozygosity Test (XPEHH). These are conducted to identify genomic regions that might be under selection in three population pairs comprised the one multiparous breed and the uniparous breed. A total of 177 and 3072 common selective signatures were identified by Fst and XPEHH test, respectively. Nearly half of the common signatures detected by Fst were also captured by XPEHH test. In addition, 1337 positive and 1735 common negative signatures were observed by XPEHH in three Kazakhstan multiparous breeds. In total, 242 and 798 genes were identified in selective regions and positive selective regions identified by Fst and XPEHH, respectively. These genes were further clustered in 50 gene ontology (GO) functional terms and 66 Kyoto Encyclopedia of Genes and Genomes (KEGG) pathways in enrichment analysis. The GO terms and pathways were relevant with reproductive processes, e.g., oxytocin signaling pathway, thyroid hormone synthesis and GnRH signaling pathway, vascular smooth muscle contraction and lipid metabolism (alpha-Linolenic acid metabolism and Linoleic acid metabolism), etc. Based on the findings, six potential candidate genes ESR1, OXTR, MAPK1, RYR1, PDIA4, and CYP19A1, under positive selection related to characteristics of multiparous sheep breeds were revealed. Our results improve our understanding of the mechanisms of selection that underlies the prolificacy trait in sheep, and provide essential references for future sheep breeding.