The objective of this study was to evaluate and compare physical parameters in groups of sheep with different phenotypic characteristics in the Centre-west region of Brazil. Five groups of sheep, with nine animals per group, were selected, three groups of Santa Inês animals with different coat colours (white, brown and black), one group with crossbred animals (Santa Inês × Bergamasca) and one group with animals of the Bergamasca breed. The following traits were evaluated: coat thickness, number and length of hair, pigmentation level in the coat and the skin as well as the percentage area of sweats glands in the skin tissue, carried out by histological analysis. The number of hairs and the area of sweats glands were not significantly different between the evaluated groups. The Bergamasca breed showed low pigmentation of the skin and long hairs. The levels of pigmentation of the hair and of the skin were highly correlated. Between the Santa Inês groups, the group with white hair showed the better parameters for heat adaptation, while the brown hair group showed the lower heat adaptation when compared with another hair breed groups.