Background: Domestication and centuries of selective breeding have changed genomes of sheep breeds to respond to environmental challenges and human needs. The genomes of local breeds, therefore, are valuable sources of genomic variants to be used to understand mechanisms of response to adaptation and artificial selection. As a step toward this we performed a high-density genotyping and comprehensive scans for signatures of selection in the genomes from 15 local sheep breeds reared across Russia. Results: Results demonstrated that the genomes of Russian sheep breeds contain multiple regions under putative selection. More than 50% of these regions matched with intervals identified in previous scans for selective sweeps in sheep genomes. These regions contain well-known candidate genes related to morphology, adaptation, and domestication (e.g., KITLG, KIT, MITF, and MC1R), wool quality and quantity (e.g., DSG, DSC, and KRT), growth and feed intake (e.g., HOXA, HOXC, LCORL, NCAPG, LAP3, and CCSER1), reproduction (e.g., CMTM6, HTRA1, GNAQ, UBQLN1, and IFT88), and milk-related traits (e.g., ABCG2, SPP1, ACSS1, and ACSS2). In addition, multiple genes that are putatively related to environmental adaptations were top-ranked in selected intervals (e.g., EGFR, HSPH1, NMUR1, EDNRB, PRL, TSHR, and ADAMTS5). Moreover, we observed that multiple key genes involved in human hereditary sensory and autonomic neuropathies, and genetic disorders accompanied with an inability to feel pain and environmental temperatures, were top-ranked in multiple or individual sheep breeds from Russia pointing to a possible mechanism of adaptation to harsh climatic conditions. Conclusions: Our work represents the first comprehensive scan for signatures of selection in genomes of local sheep breeds from the Russian Federation of both European and Asian origins. We confirmed that the genomes of Russian sheep contain previously identified signatures of selection, demonstrating the robustness of our integrative approach. Multiple novel signatures of selection were found near genes which could be related to adaptation to the harsh environments of Russia. Our study forms a basis for future work on using Russian sheep genomes to spot specific genetic variants or haplotypes to be used in efforts on developing next-generation highly productive breeds, better suited to diverse Eurasian environments.