Toll-like receptors are involved in the recognition of bacterial toxins, which cause infection in the respiratory system. This study aimed to evaluate microanatomical and histological alterations in the lungs of 24 healthy Akkaraman and Romanov lambs after the administration of lipoteichoic acid (LTA), lipopolysaccharide (LPS), and LTA + LPS and investigate the gene, protein, and immune expression levels of TLR4, MyD88, and TNF-α molecules, known to have immune functions. Microanatomical examinations showed thickened peribronchial and alveolar walls in the lungs of groups LTA, LPS, and LTA + LPS of both breeds due to immune cell infiltration. TLR4, MyD88, and TNF-α immunoexpressions were positive to varying degrees in the cytoplasm and nucleus of the bronchial and bronchiolar luminal epithelial cells, alveolar epithelial cells, and alveolar macrophages. TLR4 and TNF-α protein expressions were statistically different in the LPS-treated Romanov lambs, compared to the other groups. Among the Akkaraman lambs, TLR4 gene expression was significantly higher in group LPS, and among the Romanov lambs, TLR4, MyD88, and TNF-α gene expressions were significantly higher in group LTA + LPS. Therefore, TLR4, MyD88, and TNF-α molecules, involved in the immune response, were found to be expressed at different levels against LTA and LPS in the lungs of two different sheep breeds.