High pre-weaning lamb mortality is a persistent issue for the sheep industry, impairing productivity and profitability, and representing a significant animal welfare concern. Melatonin supplementation during gestation (dG) improves pregnancy outcomes, with increased survival of the second-born lamb born to melatonin supplemented Merino ewes. We investigated (1) how endogenous melatonin profiles change between throughout pregnancy ewes, (2) how season affects melatonin secretion during pregnancy, and (3) different methods of melatonin supplementation to provide a sustained increase in melatonin for 16 hours. During May/June and Sept/Oct in 2018, from dG 80 ± 2 days, mature, multiparous twin-bearing ewes received either no exogenous melatonin (CTL; n = 8), a 2 mg melatonin oral capsule (MEL-FEED; n = 12), or an 18 mg subcutaneous implant (MEL-IMP; n = 7) administered at dG 78 and dG 125. On dG 80 and dG 130, ewes were fitted with jugular angiocaths, and hourly blood samples were collected for 24 hours. Plasma melatonin profiles from seven time points (baseline (1400 h; 0 hr) then 3-hourly for the following 15 hours) were analysed as repeated measure, with season, dG, and collection time as fixed factors. Endogenous melatonin increased significantly above baseline between 2100 h and 0600 h (P < 0.001), which was similar for both seasons (P = 0.161). There was no treatment effect on 0-hour melatonin (P = 0.924); however, MEL-IMP ewes had elevated melatonin 7-hours post-baseline compared to CTL ewes (P = 0.022), but did not differ MEL-FEED ewes (P = 0.222). At dG 130, MEL-FEED ewes had significantly elevated melatonin 1- and 4-hours post-capsule compared to dG 80 samples (P < 0.001). The implant provided similar night levels of melatonin compared to the capsule, and was less labour intensive, therefore providing a commercially applicable supplementation method for the sheep industry.