To investigate the effects that late gestational exercise has on ewe performance and colostrum IgG levels, and to evaluate how it impacts neonatal serum IgG absorption and future performance, thirty-two multiparous Dorset ewes were divided into two treatment groups and were housed in individual pens. The treatment group was walked for thirty minutes per day, every other day from the start of the third trimester to lambing. The results indicate that colostrum IgG levels were significantly greater in exercised ewes compared to ewes held in confinement. Increased locomotion impacted pregnant ewe feed intake, body weight, and average daily gain. Gestational exercise did not impact lamb birth weight or weaning weight. There were no significant differences in serum IgG levels amongst lambs after colostrum consumption but there were in serum protein. Further research is needed to better understand how and why gestational exercise increased colostrum IgG levels.