Ovulation rate and prolificacy are the most important reproductive traits that have major impact on the efficiency of lamb meat production. Here, we compared the whole genomes of the Romanov sheep, known as one of the high prolific breeds, and four other sheep breeds namely Assaf, Awassi, Cambridge and British du cher, to identify genetic mechanisms underlying prolificacy in sheep. Selection signature analysis revealed 637 and 477 protein‐coding genes under positive selection from F_ST and nucleotide diversity (Pi) statistics, respectively. Further analysis showed that several candidate genes including LEPR, PDGFRL and KLF5 genes are involved in sheep prolificacy. The identified candidate genes in the selected regions are novel and provide new insights into the genetic mechanisms underlying prolificacy in sheep and can be useful in sheep breeding programmes to develop improved breeds for high reproductive efficiency.