Besides its importance in cattle, Neospora caninum may also pose a high risk as abortifacient for small ruminants. We have recently demonstrated that the outcome of experimental infection of pregnant sheep with 106 Nc-Spain7 tachyzoites is strongly dependent on the time of gestation. In the current study, we assessed peripheral and local immune response in those animals. Serological analysis revealed earlier and higher IFN-γ and IgG responses in ewes infected at early (G1) and mid (G2) gestation, when abortion occurred. IL-4 was not detected in sera from any sheep. Inflammatory infiltrates in the placenta mainly consisted of CD8+ and, to a lesser extent, CD4+ T cells and macrophages (CD163+). The infiltrate was more intense in sheep infected at mid-gestation. In the foetal mesenchyme, mostly free tachyzoites were found in animals infected at G1, while those infected in G2 displayed predominantly particulate antigen, and parasitophorous vacuoles were detected in sheep infected at G3. A similar pattern of placental cytokine mRNA expression was found in all groups, displaying a strengthened upregulation of IFN-γ and IL-4 and milder increases of TNF-α and IL-10, reminiscent of a mixed Th1 and Th2 response. IL-12 and IL-6 were only slightly upregulated in G2, and TGF-β was downregulated in G1 and G2, suggestive of limited T regulatory (Treg) cell activity. No significant expression of TLR2 or TLR4 could be detected. In summary, this study confirms the pivotal role of systemic and local immune responses at different times of gestation during N. caninum infection in sheep.Electronic supplementary materialThe online version of this article (doi:10.1186/s13567-015-0290-0) contains supplementary material, which is available to authorized users.