It's hard to see from the pic whether the damage is coming from the inside or is external. How old is he? It looks as if he is an older animal from the thickness of the horn visible.
It could simply be that he's rubbing the horn against a wire or something like that, but equally there could be something going on inside. Is there any smell if you sniff close to the horn? Maggots can get inside, avoiding any fly strike treatment, to the core of the horn, or there could be an infection. A sheep's horns are set into the skull so any damage can lead directly to the brain which is of course serious.
If you are unsure of what you are seeing, take him to the vets (so much cheaper than having a farm visit) and get a professional opinion. There is only so much you can tell from a pic.