The youths were caught on camera at 3 a.m. as they pushed the woolly mammal into a south London ASDA market, The Daily Telegraph reported.
"This stupid, irresponsible stunt would have terrified this poor sheep and caused it great stress by removing it from its flock," said Andrew Kirby, inspector for the Royal Society for the Prevention of Cruelty to Animals.
"We have tracked down the sheep's owner but we can't return it to its flock for six days because of restrictions on the movement of livestock," Kirby said.
It is thought the sheep was stolen from a farm in Kent and driven to the supermarket. It looked to be in good shape, the Telegraph said.
"We were shocked to discover that a poor sheep had been wheeled into our store. We hope the culprits hand themselves in," said store manager Joe Lock.
Market workers named the sheep Rob.