Tuberculosis (TB) is a multi-host infectious disease caused by members of the Mycobacterium tuberculosis complex (MTC). In Mediterranean ecosystems, where multiple animal hosts of TB are present, identifying the role of the different species involved in the epidemiology of TB is a key point to be able to implement proper control measures. Sheep are susceptible to MTC infection but have traditionally been considered a spillover host. However, the occurrence of outbreaks involving sheep in recent years evidences the need to better understand the role of this small ruminant species in the epidemiology of the disease. Here, we aimed to determine the seroprevalence and risk factors associated with MTC seropositivity in sheep in Andalusia (southern Spain), a region with one of the highest prevalence of MTC infection in both cattle and wild ungulates. A total of 2266 sheep from 83 flocks were tested for antibodies against MTC using an in-house indirect ELISA. Anti-MTC antibodies were detected in 16 (0.7%) of the 2266 sheep (adjusted true prevalence 0.29%, 95% posterior probability interval 0.01–1.05). Seropositivity was found in 14.5% (12/83; 95%CI: 6.9–22.0) of the sheep farms analyzed. A semi-extensive management system was identified as a risk factor associated with MTC seropositivity in sheep farms (OR = 3.7; p < 0.038; 95%CI: 1.1–12.4) in the study area. To the best of the authors’ knowledge, this is the first active TB surveillance study carried out to assess MTC exposure in sheep. Our results indicate MTC circulation in sheep farms in southern Spain. However, the low individual seroprevalence obtained suggests that sheep may play a limited role in the epidemiology of TB in this region. Serosurveillance programs could be a valuable tool to detect MTC circulation in sheep in risk scenarios or target farms, in order to optimize control measures on TB animal in multi-host Mediterranean ecosystems.