To investigate the effects of maternal selenium (Se) supplementation and nutritional intake during gestation on hormone changes, percentage body weight (BW) change, and organ mass in neonatal lambs, ewes were allocated to differing Se levels (adequate Se (ASe, 11.5 μg/kg BW) or high Se (HSe, 77.0 μg/kg BW)) initiated at breeding and nutritional intake (60% (RES), 100% (CON), or 140% (HIGH) of NRC requirements) initiated at day 40 of gestation. At parturition, all lambs were removed from dams, fed common diets, and BW and blood samples were collected until day 19. There was a Se × nutritional intake × day interaction for percentage BW change from birth. Lambs born to ASe-HIGH ewes tended to have decreased BW change compared with ASe-CON and ASe-RES groups on day 7. Lambs from HSe-HIGH ewes tended to have increased BW change compared with HSe-RES and HSe-CON groups from days 7 to 19. At birth, there was a Se × sex of offspring interaction, in which male lambs from HSe ewes had decreased cortisol concentrations compared with all other lambs. By 24 h, lambs from RES ewes had decreased cortisol compared with those from HIGH ewes, with lambs from CON ewes being intermediate. Lambs from RES- and CON-fed ewes had greater thyroxine than HIGH ewes at 24 h. Organ masses on day 19 were mainly impacted by maternal nutritional intake and sex of the offspring. Birth weight alone did not predict growth performance during neonatal life. Moreover, despite a similar postnatal diet, maternal nutritional plane and Se status did impact neonatal endocrine profiles. Exact mechanisms of how neonatal endocrine status can influence later growth and development need to be determined.