They went outside to find their own horror show, with Angel's face pouring out blood as a flap of skin had been torn loose on the fence.
The fence was a wire mesh, Mrs Clement said.
"There was no way she was going to get through that."
The Clements say Angel had been spooked by the sound of fireworks from a nearby section, and they believe she was trying to get to them.
There had been some fireworks from that direction a few nights earlier but on Monday they said it was "the loud booming ones" which frightened the sheep.
Mr Clement put her in with the chickens, which he said eventually "calmed her down" but said there was "nothing they could do" for her injuries, apart from checking her several times through the night.
The next morning a vet was called out to deal with the injury and Mr Clement said he had to numb it, and cut (the flap of skin) off.
The Clements approached the property where the fireworks had been exploded the next day to try and let them know had happened, but Mrs Clement said they were "lucky to get any words in", with the woman saying she could do what she wanted.
"I just walked away," Mr Clement said.
Mrs Clement said she has had Angel, a last year's lamb, since she was one day old, a triplet lamb sold at a car boot sale in Masterton.
"She's definitely one of our family members, our pet."
Mr Clement said the fireworks are "an English thing - not a Kiwi thing" that commemorate an act of terrorism.
"They're a menace," he said.
"People will hold on to them until Christmas or New Year and let them off, and your animals still aren't safe."
Mrs Clement said she would "love to be able to help get (fireworks) banned".
