Rodent studies show how prenatal stress (PS) can alter morphology in the cortico-limbic structures that support emotional and cognitive functions. PS-induced alteration is less well described in species with a gyrencephalic brain and complex earlier fetal development, and never in sheep at birth to rule out postnatal environment effects or influences of maternal behavior. This study aimed to assess the consequences of a mild chronic stress in pregnant ewes on the neurobiological development of their lambs at birth. During the last third of gestation, 7 ewes were exposed daily to various unpredictable and negative routine management-based challenges (stressed group), while 7 other ewes were housed without any additional perturbation (control group). For each group, a newborn from each litter was sacrificed at birth to collect its brain and analyze its expression levels of genes involved in neuronal dendritic morphology (Dlg4, Rac1, RhoA, Doc2b), synaptic transmission (Nr1, Grin2A, Grin2B) and glucocorticoid receptor (Nr3C1) in hippocampus (HPC), prefrontal cortex (PFC) and amygdala (AMYG). Results revealed that lambs from stressed dam (PS lambs) showed under-expression of Rac1 and Nr1 in PFC and overexpression of Dlg4 in AMYG compared to controls. To assess the morphological consequences of gene dysregulations, the dendritic morphology of pyramidal neurons was explored by Golgi-Cox staining in HPC and PFC. PS lambs had higher dendritic spine density in both structures and more stubby-type spines in the CA1 area of HPC than controls. This is the first demonstration in sheep that PS alters fetal brain, possibly reflecting functional changes in synaptic transmission to cope with adversity experienced in fetal life.