http://hubpages.com/hub/How-many-Days-can-a-Man-stand-without-Sleep:
“If you can't sleep, don't count sheep. Talk to the shepherd.”
meaning-in-context
http://hubpages.com/hub/How-many-Days-can-a-Man-stand-without-Sleep:
“If you can't sleep, don't count sheep. Talk to the shepherd.”
Best Answer
"Counting sheep" is a mental exercise for when you have trouble sleeping. The idea is that you imagine lots of sheep jumping over a fence, one by one, and counting them as they go - and that this is so boring that you will soon fall asleep.
Your phrase is a Christian proverb (quite recent, I think) suggesting that a better method is to pray to God (the Good Shepherd) to send you to sleep.