Copy number variants (CNVs) are a type of genetic polymorphism which contribute to phenotypic variation in several species, including livestock. In this study, we used genomic data of 192 animals from 3 Iranian sheep breeds including 96 Baluchi sheep and 47 Lori-Bakhtiari sheep as fat-tailed breeds and 47 Zel sheep as thin-tailed sheep breed genotyped with Illumina OvineSNP50K Beadchip arrays. Also, for association test, 70 samples of Valle del Belice sheep were added to the association test as thin-tailed sheep breed. PennCNV and CNVRuler software were, respectively, used to study the copy number variation and genomic association analyses. We detected 573 and 242 CNVs in the fat and thin tailed breeds, respectively. In terms of CNV regions (CNVRs), these represented 328 and 187 CNVRs that were within or overlapping with 790 known Ovine genes. The CNVRs covered approximately 73.85 Mb of the sheep genome with average length 146.88 kb, and corresponded to 2.6% of the autosomal genome sequence. Five CNVRs were randomly chosen for validation, of which 4 were experimentally confirmed using Real time qPCR. Functional enrichment analysis showed that genes harbouring CNVs in thin-tailed sheep were involved in the adaptive immune response, regulation of reactive oxygen species biosynthetic process and response to starvation. In fat-tailed breeds these genes were involved in cellular protein modification process, regulation of heart rate, intestinal absorption, olfactory receptor activity and ATP binding. Association test identified one copy gained CNVR on chromosomes 6 harbouring two protein-coding genes HGFAC and LRPAP1. Our findings provide information about genomic structural changes and their association to the interested traits including fat deposition and environmental compatibility in sheep.