Prelamb shearing enhances neonatal ability to cope with environmental challenges after birth, but there is scarce information on its long-term effects. The aim of the study was to determine whether the physiological and behavioural responses to social isolation in a novel environment differ in weaned male lambs born to ewes shorn or not at mid-gestation (Sh and Con, respectively). On day 80 of gestation (winter), 12 multiparous Merino ewes carrying a single male foetus were shorn, while 9 were left unshorn. Ninety-day-old lambs were subjected to a social isolation test in a novel environment. Lambs' behaviour was video recorded during the test, and physiological responses were determined before and after the test. A fear index was calculated based on the display of fearful and exploratory behaviours. Serum cortisol, triiodothyronine (T3), total protein, albumin, globulin concentrations, maximum eye IR temperature, and glycemia increased immediately after social isolation ended (P < 0.05). The area under the curve of T3 concentration tended to be greater in Sh than in Con lambs (P = 0.069). However, the other physiological responses did not differ between groups. The mean duration of vocalisations was shorter in Sh than Con lambs (P = 0.0006). The number (P = 0.001) and the total time sniffing were greater in Sh than in Con lambs (P = 0.002). The fear index was greater in Con than in Sh lambs (P = 0.02). Lambs born to shorn ewes exhibited reduced fear and increased exploration when isolated in a novel environment, indicating they cope better with an acute stress challenge.