Ethical and commercial issues are associated with animal welfare in pig farming, in that sense, the objective of this work was to evaluate physiological and blood parameters in addition to weight gain in pigs raised with and without sunlight and environmental enrichment (EE), as well as to correlate physiological and environmental parameters as welfare indicators. Twenty-four pigs distributed in a randomized block design with a 2 × 2 factorial arrangement were used. Blocks were represented by shifts (morning and afternoon), and factors by the presence or absence of EE and sunlight. Blood and environmental parameters of thermal comfort, in addition to weight gain, were registered. Physiological parameters showed to be shift dependent (p < 0.05), with the afternoon shift being superior when compared to the morning shift, thus indicating climate influence. Weight gain showed significant interactions (p < 0.05) in the presence and absence of sunlight and EE in the stalls. Temperature correlated positively with the physiological parameters. Moisture showed negative correlations with physiological parameters. The packed cell volume was lower (p < 0.05) in the presence of EE. The EE provides physiological well-being and weight gain for pigs in the nursery stage, especially when sunlight was absent in the stalls.