There is a scope to study protozoan infections in adult ewes and does, as these animals can act as reservoirs of infection for lambs and kids, for which these pathogens are harmful. The objectives of this study were to describe the prevalence of protozoan infections in faecal samples from adult sheep and goats on dairy farms across Greece and to evaluate farm-related factors potentially associated with the presence of protozoan infections in these animals. A cross-sectional study was performed on 325 sheep and 119 goat farms throughout Greece; faecal samples were collected from ewes and does and processed for the identification of protozoan parasites. Eimeria oocysts were found in faecal samples from 69% of farms (72% of sheep farms and 61% of goat farms), Giardia cysts in samples from 33% of farms (33% of sheep farms and 34% of goat farms) and Cryptosporidium oocysts in samples from 8% of farms (7% of sheep farms and 11% of goat farms). In a multivariable analysis, for the presence of Eimeria in samples from sheep farms, the lack of a designated building for lambs emerged as a significant factor; for the presence of Giardia in samples from goat farms, the availability of a main building for animals emerged as a significant factor; for the presence of Cryptosporidium, the lack of grazing and the management system emerged as the main significant factors in sheep and goat farms, respectively. Protozoa were found significantly more frequently in samples collected from farms on which farmers considered diarrhoea as an important health problem in their lambs/kids.