Animal temperament is defined as the consistent behavioral and physiological differences that are seen between individuals in response to the same stressor. Neurotransmitter systems, like serotonin and oxytocin in the central nervous system, underlie variation in behavioral traits in humans and other animals. Variations like single nucleotide polymorphisms (SNPs) in the genes for tryptophan 5-hydroxylase (TPH2), the serotonin transporter (SLC6A4), the serotonin receptor (HTR2A), and the oxytocin receptor (OXTR) are associated with behavioral phenotype in humans. Thus, the objective of this study was to identify SNPs in those genes and to test if those variations are associated with the temperament in Merino sheep. Using ewes from the University of Western Australia temperament flock, which has been selected on emotional reactivity for more than 20 generations, eight SNPs (rs107856757, rs107856818, rs107856856 and rs107857156 in TPH2, rs20917091 in SLC6A4, rs17196799 and rs17193181 in HTR2A, and rs17664565 in OXTR) were found to be distributed differently between calm and nervous sheep. These eight SNPs were then genotyped in 260 sheep from a flock that has never been selected on emotional reactivity, followed by the estimation of the behavioral traits of those 260 sheep using an arena test and an isolation box test. We found that several SNPs in TPH2 (rs107856757, rs107856818, rs107856856 and rs107857156) were in strong linkage disequilibrium, and all were associated with behavioral phenotype in the nonselected sheep. Similarly, rs17196799 in HTR2A was also associated with the behavioral phenotype.