Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) is the zoonotic causative agent of coronavirus disease 2019 (COVID-19) that has caused a pandemic situation with millions of infected humans worldwide. Among domestic animals, there have been limited studies regarding the transmissibility and exposure to the infection in natural conditions. Some animals are exposed and/or susceptible to SARS-CoV-2 infection, such as cats, ferrets and dogs. By contrast, there is no information about the susceptibility of ruminants to SARS-CoV-2. This study tested the antibody response in 90 ovine pre-pandemic serum samples and 336 sheep serum samples from the pandemic period (June 2020 to March 2021). In both cases, the animals were in close contact with a veterinary student community composed of more than 700 members. None of the serum samples analyzed was seroreactive based on an enzyme-linked immunosorbent assay (ELISA) using the receptor-binding domain (RBD) of the spike antigen. In this sense, no statistical difference was observed compared to the pre-pandemic sheep. Our results suggest that it seems unlikely that sheep could play a relevant role in the epidemiology of SARS-CoV-2 infection. This is the first study to report the absence of evidence of sheep exposure to SARS-CoV-2 in natural conditions.