The present study tested whether feeding ewes during the last third of pregnancy with cladodes of Opuntia (untreated or protein-enriched), as an alternative to alfalfa hay, would improve milk yield as well as the pre- and post-natal growth of their lambs. Sixty mature Rambouillet ewes and their progeny were randomly allocated among three nutritional treatments: (i) Control, fed alfalfa; (ii) Opuntia, fed untreated cladodes; (iii) E-Opuntia, fed protein-enriched cladodes (pre-treated with urea and ammonium sulphate). Birth weight did not differ among treatments (p > 0.05) but Control ewes produced more milk than both groups of Opuntia-fed ewes (p < 0.05). However, milk yield was not related to the growth of the progeny (p > 0.05) because lambs from E-Opuntia-fed ewes grew faster (p < 0.01) and were heavier at weaning (p < 0.05) than lambs from the other two groups. We conclude that Opuntia (with or without protein enrichment) can be used as an alternative to alfalfa hay for feeding ewes during the last third of pregnancy and therefore reduce production costs under extensive conditions in arid and semiarid regions. Moreover, protein-enriched Opuntia appears to improve postnatal lamb growth.