A sheep chased my dog the other day. The dog was under control, but I had to grab the sheep and give it a gentle kick to get it to stop its attack. My dog was terrified of sheep for the rest of the run, she kept looking behind her nervously in fields with sheep.
It's probably a good thing as she's a young dog and we're surrounded by sheep farmers, so anything that reinforces the message not the chase them can only be for the better.