It happened at Junction 47 Aberford on the slip road.
West Yorkshire Police's contact management centre shared the incident on Twitter.
The team said: "We have reports of sheep heading on to the M1 at J47 (Aberford) down the slip road. Be careful! Officers are dealing on log 360."
They later added: "Officers are still looking for sheep on the M1 Near Aberford, but those pesky sheep have activated their Woolly Cloaking Devices! Log 360 refers.