The presented review is focused on a brief overview of the scientific works on the use of sheep wool outside the textile industry that were published in recent years. The focus of the information is the on construction industry, which is a significant consumer of heat- and sound-insulating materials. With its properties, sheep wool can compete very well with insulators made from non-renewable resources. Other building elements can also be combined with wool, as long as they are used in appropriate conditions. Due to its chemical and physical structure, wool is extremely suitable for the adsorption removal of pollutants from the living and working environment, in native or modified form. Wool can also be used in recycling processes. However, each application must be preceded by an investigation of the optimal conditions of the given process, which offers researchers inspiration and interesting topics for research.