Lambs were assigned to one of four treatment groups: DS (control dam-suckled), GRAD (gradually separated from their dams to reduced the time spent with the mother over ten days), SUB (abruptly removed from the dam 24 to 30 hours post-partum and provided with a milk substitute), and EM (abruptly removed from the dam 24 to 30 hours post-partum and subjected to a gradual transition from ewe milk to milk substitute over ten days) in order to compare lamb welfare and weight gains. The lambs’ behavioral response to isolation and to an inanimate stimulus (a hobby-horse) was measured at 12 and 32 days of age. Blood samples were collected immediately before, 10 minutes after, and 60 minutes after the isolation test to evaluate cortisol concentrations. The weight gain of the lambs was recorded weekly, and cell-mediated immune response and antibody titers were also determined at set points. The GRAD lambs performed less frequent climbing attempts than the DS lambs when isolated in a novel environment. After introduction of the hobby-horse, GRAD labs took longer to move than the DS, SUB, and EM lambs, and they had quicker movements than the DS lambs. A higher cortisol release was exhibited from the GRAD lambs. They also showed a lower cell-mediated immune response than the other three groups. The GRAD lambs had lower antibody titers than the EM and SUB lambs. A lower growth rate was exhibited among the GRAD lambs than among the other treatment groups. The results of the study indicate that gradual separation of a lamb from its mother negatively affects behavioral, immune, and endocrine responses of artificially reared lambs.