Both the Old and New Testaments refer to Christ's followers as "lost sheep" prior to their conversion.
Psalm 119:176:" I have gone astray like a lost sheep; seek thy servant; for I do not forget thy commandments."
Jeremiah 50:6: "My people hath been lost sheep: their shepherds have caused them to go astray, they have turned them away on the mountains: they have gone from mountain to hill, they have forgotten their restingplace."
Matthew 10:6: "But go rather to the lost sheep of the house of Israel."
Matthew 15:24: "But he answered and said, I am not sent but unto the lost sheep of the house of Israel."
Lewis may also be thinking of Christ's parable of the shepherd and the lost sheep, quoted here from Luke 15:3-7 (ESV):
So he told them this parable: “What man of you, having a hundred sheep, if he has lost one of them, does not leave the ninety-nine in the open country, and go after the one that is lost, until he finds it? And when he has found it, he lays it on his shoulders, rejoicing. And when he comes home, he calls together his friends and his neighbors, saying to them, ‘Rejoice with me, for I have found my sheep that was lost.’ Just so, I tell you, there will be more joy in heaven over one sinner who repents than over ninety-nine righteous persons who need no repentance.