Simple Summary A complete pelleted diet is one of the most popular and effective approaches for feeding livestock because of its contribution to improved flock productivity, low cost, and profitability. However, there are a number of negative effects associated with feeding such diets to livestock which can impact the livestock producer and consumer preferences; these include wool biting, wool eating, odor emission, and the dark color of ruminal tissue. The addition of yucca plays a beneficial role in the nutrition and welfare of livestock, particularly sheep, by reducing the negative effects of feeding complete pelleted diets. Animal diets supplemented with yucca target growth, productivity, and physiological responses. The aim of this study was to improve the quality of complete pelleted diets in order to avoid or mitigate their effects on fecal and urinary odor emission. The results found that supplementing Yucca schidgera extract at a level of 600 mg YS/kg dry matter (DM) in feed improved the fecal and urinary odors of lambs fed on pelleted diets. Sixty male Awassi lambs were used to investigate the effects of dietary Yucca schidgera extract (YS) on the production, fecal and urinary odor emissions, and carcass traits of growing lambs fed complete pellets. Lambs were fed either a complete pelleted diet without yucca (control) or supplemented with 300 or 600 mg YS/kg dry matter (DM) during the 84-day experiment. The weights and feed consumption of the lambs were measured weekly. Blood samples were taken on days 1, 28, 58, and 84, and ruminal fluid samples were collected on day 70. On day 90, the odor emissions from feces and urine were measured. On day 84, 12 lambs were slaughtered for the evaluation of carcass and meat quality. The final values for bodyweight, bodyweight gain, and feed efficiency of lambs fed the YS300 diet were 3.40%, 6.64%, and 6.17%, respectively, higher (p < 0.05) than those fed the YS600 diet. Additionally, the percentage of dressing, myofibril fragmentation index, and ruminal isovalerate percentage of lambs treated with YS600 were higher than those treated with YS300. Compared with the control, the addition of yucca reduced odor emissions from feces and urine. In conclusion, dietary YS300 had no additional benefits on growth rate, feed efficiency, and carcass traits, while dietary YS600 improved fecal and urinary odors.