The aim of this study was to monitor early gestation in Santa Ines ewes by ultrasound in order to determine embryo and foetal loss, and to identify foetal sex. Ewes (n = 132) were submitted to controlled natural mating. For the purpose of pregnancy diagnosis and embryo monitoring we used transrectal ultrasound with a linear transducer (6.0 and 8.0 MHz). Pregnancy was diagnosed on day 30. On day 35 ultrasound examination was performed to determine embryo viability or loss. On days 40, 50 and 60 ultrasound examination was used to monitor foetal loss and to determine foetal sex, through identification of the genital tubercle or any external genital structure. Out of 118 pregnant ewes, 76 (64.4%) presented single pregnancy and 42 (35.6%) multiple pregnancy. Embryonic deaths occurred in 10.0% of the 160 monitored embryos: 5.6% (9/160) occurred during the embryonic phase and 4.4% (7/160) during the foetal phase, with no significant difference between them. Embryo loss was significantly lower in single pregnancies (3.9%, 3/76) compared to multiple pregnancies (15.5%, 13/84). Sexing accuracy on day 40 was significantly lower than on day 60. There was no difference between days 40 and 50, and between days 50 and 60. This study on Santa Ines sheep shows that ultrasound is a highly effective method for diagnosis of early pregnancy, determination of embryo and foetal loss, as well as foetal sexing after day 50 of pregnancy.