In recent years, livestock producers have been supplementing animal diets with fish meal (FM) to produce value-added products for health conscious consumers. As components of FM have unique neuroendocrine–immunomodulatory properties, we hypothesize that livestock producers may be influencing the overall health of their animals by supplementing diets with FM. In this study, 40 pregnant ewes were supplemented with rumen protected (RP) soybean meal (SBM: control diet) or RP FM, commencing gestation day 100 (gd100), in order to evaluate the impact of FM supplementation on the innate and acquired immune response and neuroendocrine response of sheep during pregnancy and lactation. On gd135, half the ewes from each diet (n = 10 FM, n = 10 SBM) were challenged iv with lipopolysaccharide (LPS) to simulate a systemic bacterial infection and the febrile, respiratory and neuroendocrine responses were monitored over time; the other half (n = 10 FM, n = 10 SBM) of the ewes received a saline injection as control. On lactation day 20 (ld20), all ewes (n = 20 FM, n = 20 SBM) were sensitized with hen egg white lysozyme (HEWL) and the serum haptoglobin (Hp) response was measured over time. The cutaneous hypersensitivity response (CHR) to HEWL challenge was measured on ld30 (n = 20 FM, n = 20 SBM), and blood samples were collected over time to measure the primary and secondary immunoglobulin G (IgG) response to HEWL. There was an attenuated trend in the LPS-induced febrile response by the FM treatment when compared with the SBM treatment (P = 0.06), as was also true for the respiratory response (P = 0.07), but significant differences in neuroendocrine function (serum cortisol and plasma ACTH) were not observed between treatments. Basal Hp levels were significantly lower in the FM supplemented ewes when compared with the SBM supplemented ewes (P < 0.01), and the Hp response to HEWL sensitization differed significantly over time between treatments (P < 0.01). The CHR to HEWL was also significantly attenuated in the FM treatment compared with the SBM (P < 0.01); however, treatment differences in the primary and secondary IgG responses to HEWL were not observed. These results indicate that FM supplementation differentially affects the innate and acquired immune responses in pregnant and lactating sheep compared with a typical SBM diet of commercial flocks. The long-term implications of this immunomodulation warrant further investigation.