This study aimed to evaluate the effect of autolyzed yeast (obtained from culture of Saccharomyces cerevisiae in sugarcane derivatives) supplementation on diet digestibility, ingestive behavior, levels of blood metabolites associated with protein and energy metabolism, and performance of Dorper × Santa Ines lambs finished in feedlot. Twenty-four non-castrated male lambs with a mean age of 4 months and a body weight (BW) of 19.49 ± 3.08 kg were allocated to individual pens. The trial was set out in a completely randomized design with two treatments and twelve replicates. The treatments consisted of a diet without (Control) and other with yeast culture (RumenYeast®), which was supplemented at a dose of 5 g/animal/day. Lambs were fed ad libitum with a total mixed ration (TMR) composed of 400 g/kg DM of Tifton 85 hay (Cynodon spp.) and 600 g/kg DM of concentrate feed, and contained 146 g/kg DM of crude protein (CP) and 2.30 Mcal/kg DM of metabolizable energy (ME). The experimental period lasted 70 days, and was divided in two phases: the first was the performance test, which occurred between 1–63 days; and the second was the digestibility test, which occurred between 64–70 days. The supplementation with autolyzed yeast did not affect the rumen pH and fecal pH; the dry matter digestibility; the times spent in feeding, rumination, water intake, and idleness; the serum levels of albumin, creatinine, and urea, and the plasma level of glucose; and the performance of lambs. The mean values for final BW, dry matter intake (DMI), average daily gain (ADG), and feed conversion ratio (FCR) were 37.52 kg, 1.051 kg/day, 0.286 kg/day, and 3.74 kg DM/kg gain, respectively. The supplementation of 5 g/animal/day of autolyzed yeast does not affect the diet digestibility, ingestive behavior, levels of blood metabolites, and performance of lambs finished in feedlot.