Weaning elicits strong responses in ewes and lambs, which makes it a significant welfare concern; however, limited and sometimes contradictory information is available on the physiological responses of dams at weaning. The aim of this study was to quantify the physiological changes in ewes that occur after weaning. Four days before weaning (d0), eleven lactating Rasa Aragonesa ewes received a surgically implanted subcutaneous body temperature (BT) and heart rate (HR) biologger that had been programmed to take measurements every 15 min from d2 to d3. HR variability (HRV) variables were calculated based on the raw ECG data that were recorded every 5 min between 1700 and 1900 h. At 1130 h on the day of weaning, ewes and lambs were separated and housed in different barns. In the lactation period, ewes were fed a concentrate ration (1 kg of pellets) that was offered at 0800 h, 1 kg alfalfa hay, and barley straw ad libitum. After weaning, ewes were fed 0.5 kg barley straw, only. After weaning, BT and HR decreased gradually (P < 0.001), and HRV variables (SDNN and RMSSD) increased significantly (P < 0.001). The reductions in BT and HR in ewes after weaning seemed to be caused by the management procedures (detention of lactation and drastic reduction in feed offered) usually applied at weaning; however, the increase in HRV after weaning indicated recovery from stress, improved autonomic regulation, and welfare. HRV data collected by subcutaneous biologgers provided valuable insights into the physiological and emotional well-being of ewes at weaning.