There is a lack of information on the behavioural and welfare effects of sustaining artificial milk feeding in fattening lambs. Therefore, the present work aimed to study the effects of prolonged artificial milk feeding during fattening with a high concentrate diet on the behaviour of lambs. The behaviour of 16 non castrated male lambs of the Manchega sheep breed (eight lambs were in the group that were fed daily a bottle of milk, and the other eight were in the weaned group) was recorded with four fixed cameras just before bottle feeding (~8:30 a.m.) of the unweaned group till four hours later, every day for 7 weeks. The solid diet (pelleted concentrate plus cereal straw) and housing conditions were the same in both groups. Solid feeds were offered ad libitum. There were no differences between groups in time spent eating nor in drinking, playing, scratching and oral activity behaviours (p > 0.05), but resting episodes were longer in weaned lambs (p < 0.05). Weaned lambs presented a higher frequency of self-grooming behaviour (p < 0.05), while the unweaned group performed a higher frequency of interaction behaviour (p < 0.05). In conclusion, the behaviours of lambs that were fed daily a bottle of milk during the fattening period did not substantially differ from the weaned individuals.