Sperm cryopreservation is an indispensable tool for preserving the genetic and epigenetic material of valuable males or endangered species. Here, we describe the protocols most frequently used for conventional cryopreservation of small ruminant sperm, considering differences between the origin of the sperm sample (epididymal vs. ejaculated sperm) and species. In addition, since one of the major drawbacks of sperm cryopreservation is the reduction of viability and fertility due to capacitation-like changes in a considerable amount of sperm, different methods to detect sperm cryocapacitation in small ruminants are explained.