The present study used actigraphy to monitor rest–activity cycles in lambs. We employed an Actiwatch Activity Monitor, which was secured on the lamb’s neck in 13 term lambs and six preterm lambs. Activity measurements began on the day of delivery and lasted for 7.3 ± 0.7 days. All lambs exhibited bouts of activity, lasting from ~2 to 60 min, separated by periods of inactivity of about equal duration. There was a progressive increase in the frequency and intensity of activity bouts with age, and a decrease in duration. In relation to postnatal age, preterm lambs had a significantly lower frequency and intensity of activity bouts compared with term lambs and significantly longer mean active bout duration. However, in relation to post-conceptual age, preterm animals were less active at birth, but thereafter the trajectory for activity development was steeper compared with the term lambs. These differences between term and preterm lambs may be due to several factors including differences in: (1) the lengths of time the two groups spent in utero and as neonates as a proportion of the perinatal period, which could influence the rate of muscle and bone growth; (2) prenatal and postnatal hormonal profiles; and (3) maternal care. We also found differences in postnatal motility in male and female lambs, with the trajectory of activity increasing in males at Days 4–5, which could be due, in part at least, to sex differences in both prenatal and postnatal hormonal profiles.