This study aimed to determine the thyroid and lipid profiles in 30 Nicastrese goats, along different physiological periods: before mating (nonpregnant goats), during the whole pregnancy (pregnant goats), and during postpartum and early lactation (milking goats). Blood samples were collected monthly from March 2020 to January 2021. Serum thyroid-stimulating hormone (TSH), total and free triiodothyronine (T3, fT3), and thyroxine (T4, fT4) concentrations were measured using immunoenzymatic assay kits and serum lipid panels (triglyceride (TG) and total cholesterol (tCho)) by enzymatic colorimetric method; very-low-density lipoprotein cholesterol (VLDL Cho) was calculated. Pregnant and milking goats showed the lower T3 (p < 0.0002) and T4 (p < 0.0005) concentrations, with lower BCS (p < 0.001) only in pregnant ones. Milking goats showed tCho (p < 0.006) concentrations lower than nonpregnant ones, and TG and VLDL Cho (p < 0.001) lower than both pregnant and nonpregnant goats. T4:T3 and T3:fT3 were significantly and positively correlated in both pregnancy and lactation. Under similar environmental, nutrition, and management conditions, different physiological phases play a significant role in the thyroid and lipid profiles in Nicastrese goats. These endocrine and metabolic resources could contribute to the knowledge useful for the salvage of this endangered, local, native breed.