Grazing is a natural behaviour of ruminants and when access to pasture is deprivated, a behavioural frustration appears, which can lead to chronic stress. In sheep, no response of stress biomarkers like cortisol has been studied in permanent housed ewes. In the present study, two groups of twenty pregnant Ripollesa ewes were used in a 10-week experiment. The 5h-grazing group (5h-G), had access to pasture five hours daily, and the housed group (H) had no access to pasture and remained permanently in the barn. Hair samples were collected on Weeks 5 and 10 of grazing deprivation (W5, W10), and saliva samples on Weeks 0, 3, 5, 8 and 10 (W0, W3, W5, W8, W10). No significant differences in hair cortisol (HC) or saliva cortisol (SC) were observed between Groups 5h-G and H throughout the study period (P > 0.05). However, significant differences were observed in ewes carrying one or two lambs (PROL1 HC=4.97+0.1, PROL2 HC=7.20+0.1, P < 0.05). No evidence of chronic stress could be detected through cortisol levels in hair and saliva although abnormal behaviours appeared in previous results published from the same experience. Saliva cortisol showed a significant variability over time and it should be used in a combination with other biomarkers. Further research is needed to analyse pregnancy effect, longer periods of grazing deprivation, and the use of wool samples or other body regions.