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The classical notion of \\textit{mathematical instanton bundle} on \\(\\mathbb{P}^3\\) was introduced in connection with the solutions of the Yang-Mills equations in the physics of particles. The definition and the study of instanton bundles have been extended to other classes of projective schemes in several ways and by many authors (see the introduction of the paper under review for a detailed bibliography).  Here the authors propose a purely cohomological definition of \\textit{instanton sheaves} on an irreducible projective scheme \\(X\\) endowed with an ample and globally generated line bundle \\(\\mathcal{O}_X(h)\\). More precisely a sheaf \\(E\\) is called \\textit{instanton sheaf with defect \\(\\delta\\in\\{0,1\\}\\) and quantum number \\(k\\in\\mathbb{Z}\\)} if satisfies the following conditions: \\begin{itemize} \\item \\(h^0(E(-(t+1)h)=h^n(E((\\delta-n+t)h)=0\\) if \\(t\\ge0\\), \\item \\(h^i(E(-(i+t+1)h)=h^{n-i}(E((\\delta+t-n+i)h))=0\\) if \\(1\\le i\\le n-2\\) and \\(t\\ge0\\), \\item \\(\\delta h^i(E(-ih))=0\\) for \\(2\\le i\\le n-2\\), \\item \\(\\delta(\\chi(E) - (-1)^n\\chi(E(-nh))) = 0\\), \\item \\(h^1(E(-h))= h^{n-1}(E((\\delta - n)h)=k\\). \\end{itemize} According to this definition, a sheaf is instanton with \\(\\delta=k=0\\) if and only if it is Ulrich, hence the class of instanton sheaves can be seen as a natural generalization of the one of \\textit{Ulrich sheaves}.  In the paper under review, many properties of instanton sheaves are investigated and proved. First, they are characterized as the cohomology of a monad with a precise shape and this allows to obtain different equivalent definitions.  Under the assumption that the line bundle \\(\\mathcal{O}_X(h)\\) is very ample, the minimal free resolution of \\(H^0_*(E)\\) is described, for an instanton bundle \\(E\\) and the first Chern class of \\(E\\) is computed.  Moreover the authors consider the cases when \\(X\\) is a smooth curve, a smooth surface, a cyclic smooth variety, a Fano \\(3\\)-fold, and a scroll over a smooth curve, obtaining many interesting results and describing several 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