This study evaluated the effect of different roughages fed to sheep on nutrient and water intake, ingestive behavior, nitrogen balance, microbial protein synthesis, fermentation parameters, and methane production using an in vitro gas production system. The treatments consisted of five diets: cactus cladodes Nopalea (NUB) and Opuntia (OUB), both with the addition of sugarcane bagasse (SB) and urea/ammonium sulfate (urea/as); Tifton hay (TH); corn silage (CS); and sorghum silage (SS), also with added urea/as. The NUB provided greater (p ≤ 0.03) intakes of dry matter (1024 g/d), digestible organic matter (670 g/d), and crude protein (161 g/d) than those on the SS. The NUB provided greater (p < 0.01) dietary water intake (3023 g/d) than TH. The time spent on rumination was shorter (p < 0.01), and the idle time was longer in animals fed NUB and OUB than TH and CS. Microbial protein synthesis was not affected (p = 0.27). The final pH (6.4) of the incubation fluid and the concentration of NH3-N (39.05 mg/dL) were greater for NUB and OUB. Ruminal parameters and methane production were little or not affected by tested forages. We recommend using cactus cladodes in combination with sugarcane bagasse and urea/as in sheep diets.