Sorting for specific parts or nutrients in feed is a natural behavior of ruminants, but for intensive dairy systems it is disadvantageous if it leads to nutritional imbalances for the individual or the herd. To prevent feed sorting in cattle, mixed rations (MR) are fed and forage components are cut as short as possible. In small ruminants, feed sorting is well documented but not well studied in relation to MR. The aim of this study was to investigate the ability of dairy sheep and goats to feed sort in MR. Experiments were conducted with each of 12 pairs of female adult dairy sheep and goats. In the first experiment, three MR composed of different forages (hay, grass silage, maize silage) were tested consecutively, each in a long and short cutting length variant. In the second experiment, two short cut variants of a grass silage-hay MR were investigated that differed in nutritional value. For all experiments, animals received each variant of MR for five consecutive days. The composition of feed rests at 11:00, 15:00 and the next day were compared to the ration fed at 09:00. Both species sorted all of the offered MR for large particles, and sheep but not goats sorted for protein. In the short cut MR variants, particle size sorting was reduced in the first two hours after feed delivery (09:00–11:00), but cutting length had no relevant effect thereafter, or on protein sorting. The nutritional value of the MR had no detectable influence on feed sorting. Both species sorted for larger particles in both variants, and goats sorted against protein in the first two hours after feed delivery, whereas sheep sorted for protein thereafter. These results show that sheep and goats are able to change the composition of MR within two hours after feed delivery. A short cutting length delayed feed sorting to a limited extent. Maintaining the feed quality of a mixed ration throughout the day is important for the health and welfare of dairy sheep and goats but seems to be a major challenge for feeding management.