Simple Summary: In twin-bearing ewes, undernourishment during pregnancy lowers the birth weight and increases morbidity and mortality of lambs. One of the causes is oxidative stress, which can be prevented by supplementing antioxidant vitamins. In the present study we tested the effect of supplementation with herbal vitamins C and E alone or in combination with concentrate on pregnancy outcomes and growth and survival of lambs during early postnatal stages (lactation). The results showed that vitamin supplementation increased offspring birth weight and antioxidant capacity, with a trend towards higher body weight (BW) at weaning. Nutritional supplementation only had a positive effect on birth weight, meanwhile combined supplementation of vitamins and concentrate improves the lamb response. Lambs' survival was not affected by the treatment, although absolute values of survival were higher in vitamin-treated groups. It is concluded that supplementation with herbal vitamins C and E alone or in combination with concentrate during pregnancy may constitute a good nutritional strategy to improve productivity in sheep herds reared in harsh environmental conditions. Abstract: Twin-bearing pregnancies of sheep reared in harsh environmental conditions result in maternal undernutrition and feto-maternal oxidative stress, leading to intrauterine growth restriction (IUGR). We assessed the efficiency of supplementation with antioxidant herbal vitamins C and E alone or in combination with concentrate throughout gestation on pregnancy outcomes, pre-weaning growth, and survival of twin lambs from grazing ewes at the Magellan Steppe. Four groups (n = 30 each) of twin-bearing ewes received a base natural prairie (P) diet, supplemented with either herbal vitamins C 500 mg and E 350 IU per day (V) or concentrated food (S); groups were: P, P + V, P + S, and P + VS. Vitamins and concentrate were supplemented until parturition. At birth, lambs were weighed, and blood was drawn for total antioxidant capacity (TAC) evaluation. Lamb body weight (BW) and survival rate were evaluated at mid-lactation (60 days) and at weaning (120 days). Vitamin supplementation resulted in increased lamb birth weight and TAC, with a trend towards higher BW at weaning, while nutritional supplementation only had a positive effect on birth weight. Lamb survival was higher in both vitamin supplemented groups. In conclusion, supplementation with herbal vitamins C and E alone or in combination with concentrate food during pregnancy may constitute a good nutritional strategy for sheep reared in harsh environmental conditions.