Magnetic Resonance Imaging (MRI) is a non-invasive technique that requires the participant to be completely motionless. To date, MRI in awake and unrestrained animals has only been achieved with humans and dogs. For other species, alternative techniques such as anesthesia, restraint and/or sedation have been necessary. Anatomical and functional MRI studies with sheep have only been conducted under general anesthesia. This ensures the absence of movement and allows relatively long MRI experiments but it removes the non-invasive nature of the MRI technique (i.e., IV injections, intubation). Anesthesia can also be detrimental to health, disrupt neurovascular coupling and does not permit the study of higher-level cognition. Here, we present a proof-of-concept that sheep can be trained to perform a series of tasks, enabling them to voluntarily participate in MRI sessions without anesthesia or restraint. We describe a step-by-step training protocol based on positive reinforcement (food and praise) that could be used as a basis for future neuroimaging research in sheep. This protocol details the two successive phases required for sheep to successfully achieve MRI acquisitions of their brain. By providing structural brain MRI images from 6 out of 10 sheep, we demonstrate the feasibility of our training protocol. This innovative training protocol paves the way for the possibility of conducting animal welfare-friendly functional MRI studies with sheep to investigate ovine cognition.