The one thing that sheep and the collie dogs which work them agree about is... fox ain't got no business in the sheep fields

Foxy is no match for a grown sheep (even a ouessant

), but when there are young lambs or lambing sheep around, they will be keeping tabs on any opportunities.
Badgers pose a much bigger threat to larger sheep, but again, will only really go for one that's injured and separated from the flock.