Here's why:
* They give birth to live young: This is a defining characteristic of mammals.
* They have fur or hair: Desert bighorn sheep have a thick coat of wool that helps them survive in the desert climate.
* They nurse their young: Female bighorn sheep produce milk to feed their lambs.
* They are warm-blooded: They maintain a constant body temperature.
All of these traits classify the desert bighorn sheep as a mammal.