Copy number variation (CNV) is one of the main sources of variation between different individuals that has recently attracted much researcher interest as a major source for heritable variation in complex traits. The aim of this study was to identify CNVs in Afghan indigenous sheep consisting of three Arab, Baluchi, and Gedic breeds using genomic arrays containing 53862 single nucleotide polymorphism (SNP) markers. Data were analyzed using the Hidden Markov Model (HMM) of PennCNV software. In this study, out of 45 sheep studied, 97.8% (44 animals) have shown CNVs. In total, 411 CNVs were observed for autosomal chromosomes and the entire sequence length of around 144 Mb was identified across the genome. The average number of CNVs per each sheep was 9.13. The identified CNVs for Arab, Baluchi, and Gedic breeds were 306, 62, and 43, respectively. After merging overlapped regions, a total of 376 copy number variation regions (CNVR) were identified, which are 286, 50, and 40 for Arab, Baluchi, and Gedic breeds, respectively. Bioinformatics analysis was performed to identify the genes and QTLs reported in these regions and the biochemical pathways involved by these genes. The results showed that many of these CNVRs overlapped with the genes or QTLs that are associated with various pathways such as immune system development, growth, reproduction, and environmental adaptions. Furthermore, to determine a genome-wide pattern of selection signatures in Afghan sheep breeds, the unbiased estimates of FST was calculated and the results indicated that 37 of the 376 CNVRs (~ 10%) have been also under selection signature, most of those overlapped with the genes influencing production, reproduction and immune system. Finally, the statistical methods used in this study was applied in an external dataset including 96 individuals of the Iranian sheep breed. The results indicated that 20 of the 114 CNVRs (18%) identified in Iranian sheep breed were also identified in our study, most of th