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Early life experiences can have profound long-term, and sometimes trans-generational, effects on individual phenotypes. However, there is a relative paucity of knowledge about effects on pain sensitivity, even though these may impact on an individual's health and welfare, particularly in farm animals exposed to painful husbandry procedures. Here, we tested in sheep whether neonatal painful and non-painful challenges can alter pain sensitivity in adult life, and also in the next generation. Ewes exposed to tail-docking or a simulated mild infection (lipopolysaccharide (LPS)) on days 3–4 of life showed higher levels of pain-related behaviour when giving birth as adults compared with control animals. LPS-treated ewes also gave birth to lambs who showed decreased pain sensitivity in standardized tests during days 2–3 of life. Our results demonstrate long-term and trans-generational effects of neonatal experience on pain responses in a commercially important species and suggest that variations in early life management can have important implications for animal health and welfare.