To answer this question, it's important to understand the specific meanings and typical uses of the given options:

A. **Cage**: A structure of bars or wires in which birds or other animals are confined. It's generally used for smaller animals or birds.

B. **Kennel**: A small shelter for a dog. It is specifically designed for dogs and is not suitable for sheep.

C. **Hutch**: A cage, typically with a wire mesh front, for keeping rabbits or other small domesticated animals. It is not appropriate for sheep.

D. **Pen**: A small enclosure in which farm animals are kept. This is the most suitable option for sheep, as it is commonly used to contain livestock.

Given these definitions, the correct answer is:

**D. pen**

So, the sentence should read: "The sheep were huddled into a pen to protect them from overnight frosts."