Although it's not quite sheep Newcastle has a Town Moor (Larger than Central Park) which has grazing cattle. There's also a farm not too far from the city centre which has grazing sheep.
If you mean Jesmond Dene, there's a petting zoo with a few small beasts and birds. I know they have a couple of breeds of goat but I don't recall seeing any sheep on my last visit (within the last month).
You still don't need to go too far, there's a fair few farms just outside Ponteland that have grazing sheep and I'll regularly cycle past farmers with their collies on the quad bikes on a Sunday morning.