(1) Dietary supplementation of Nannochloropsis oculata significantly up-regulated the expression pattern of immune and antioxidant markers in ewes post-lambing and their newly born lambs; (2) With the supplementation of microalgae, stillbirth of the newly born lambs was reduced from 30% to 10% and lamb birth weight was improved from 2.9 to 3.3 kg; (3) In ewes post-lambing, dietary intake of microalgae improved the contents of white blood cells and red blood cells and the activities of glutathione peroxidase and catalase, while reduced malondialdhyde content. The gene discussed is CAT; the disease is Stillbirth.