To test the proposition that sheep are able to select a diet that meets their crude protein (N × 6.25; CP) requirements, feeds L, A, B, C and H with the same energy content (11 MJ metabolizable energy/kg feed) but different CP contents (78, 109, 141, 172 and 235 g CP/kg fresh feed respectively) were formulated. In addition, feed U, which was feed L plus 21.4 g urea/kg (CP content 132 g/kg), was also made. The feeds were offered ad lib. either singly (n 4 per treatment) or as a choice between feed H and another feed (pairs LH, AH, BH, CH and UH; n 9 per feed pair) to individually penned Suffolk × Scottish mule wether lambs, over the live-weight range 25–45 kg. On the single feeds the rates of live-weight gain were 273, 326, 412, 418, 396 and 407 g/day (SE of difference (SED) 34; P < 0.01) and protein (excluding wool) gain were 27, 32, 44, 45, 41 and 39 g/d (SED 4; P < 0.001) for feeds L, A, B, C, H and U respectively. When sheep were given a choice between a feed below (L or A) and a feed above their CP requirements (H; as judged by the single-feeding treatments) the CP concentration selected was not different between the two pairs: 131 (SE 4) v. 133 (SE 4) g CP/kg feed for pairs LH and AH respectively. On the choices BH and CH (a choice between two feeds above requirements) the feed lower in CP was constantly preferred (874 (SE 33) and 910 (SE 33) g feed B and C respectively per kg total feed intake; CP selected was 157 and 178 g CP/kg respectively). However, this was not the case with the UH choice on which sheep consumed only 599 (SE 61) g feed U/kg total feed intake, resulting in a selection of a higher CP in their diet (173 g CP/kg). The live-weight gains of the animals given a choice between two feeds were 416, 387, 415, 410 and 383 g/d (SED 37) and protein gains were 45, 40, 46, 50 and 43 (SE 7) for pairs LH, AH, BH, CH and UH respectively, which were comparable with the best performance achieved on a single feed. The results suggest that sheep were able to select a diet that meets their CP requirements and avoid, at least to a certain extent, excess of protein intake. It is also possible that sheep discriminate against a property of feed U, such as an excess of urea, when this feed is paired with a feed high in CP.