An experiment was conducted to evaluate whether dietary reduction and sex class affect nutrient intake, digestibility, purine derivative (PD) excretion and heat tolerance coefficient in lambs. Thirty-five hair lambs (14.5 ± 0.89 kg initial body weight (BW), 2 months old) were used in a completely randomized study with a 3 × 3 factorial arrangement, three sex classes (11 intact males, 12 castrated males and 12 females) and three levels of feeding (ad libitum, 300 and 600 g/kg/dry matter (DM) feed restriction) for 120 days. Intact and castrated males showed higher intakes of DM and neutral detergent fibre corrected for ash and protein (NDFap) than females. At 300 g/kg/DM feed restriction, NDFap digestibility was lower in intact males than in other classes; however, no differences were found between classes when subjected to ad libitum feeding or 600 g/kg/DM. The basal endogenous nitrogen and endogenous urinary losses were highest in intact males. Allantoin, uric acid and PD excretion, as well as PD absorption and microbial protein production were lowest in the animals subjected to 600 g/kg/DM feed restriction. Microbial protein synthesis (MPS) was highest in animals subjected to 600 g/kg/DM feed restriction. The lowest temperatures were observed in animals subjected to 600 g/kg/DM feed restriction. The heat tolerance coefficient was highest in animals subjected to 600 g/kg/DM feed restriction. In conclusion, feed restriction reduced the time spent on feeding and rumination but increased the digestibility of DM. The restriction level of 600 g/kg/DM maximized MPS and infrared thermography indicated an elevated heat tolerance coefficient.