The words my sheep are special words referring to God’s chosen people. Let’s look at a few verses in the book of John which speak about the sheep and their relationship with CHRIST.
John 10:14 I am the good shepherd, and [know my sheep], and am known of mine.
John 10:26 But ye [believe not, because ye are not of my sheep], as I said unto you.
27 [My sheep hear my voice], and I know them, and they follow me: note:[His sheep follow Him]
John 21:16 He saith to him again the second time, Simon, son of Jonas, lovest thou me? He saith unto him, Yea, Lord; thou knowest that I love thee. [He saith unto him, Feed my sheep.]17 He saith unto him the third time, Simon, son of Jonas, lovest thou me? Peter was grieved because he said unto him the third time, Lovest thou me? And he said unto him, Lord, thou knowest all things; thou knowest that I love thee.[ Jesus saith unto him, Feed my sheep.]