Compared to their single-born counterparts, twin-born lambs are more likely to experience hypoxia and restricted placental blood flow in-utero. This can lead to life-long impairment of cognitive function. We investigated whether the neurohormone melatonin, a vascular growth mediator and potent antioxidant, could mitigate this if lambs were exposed at different developmental stages in-utero. Twin-bearing ewes (n=150/group) were implanted with slow-release melatonin either during early, late or early + late gestation. Non-implanted twin-bearing ewes were used as controls. Lambs (n=10/group) were culled within 2 hours of birth for tissue collection. Another subset of lambs (n= 12/group) were tested for cognitive function at 5-6 weeks of age, via the maze and novel object tests. At birth, plasma melatonin levels were higher in lambs exposed in late gestation (control 5.7, early 6.6, late 28.7, early + late 39.8 pg/mL, P<0.001). Compared to controls, melatonin in early or late pregnancy resulted in a 1.4-fold increase in the number of accessory vessels to the umbilical cord (P<0.05). Vessel number decreased 0.7-fold if lambs were exposed in early + late gestation (P<0.05). Though brain dimensions were not different between groups at birth, lambs exposed to melatonin during late gestation had heavier brains relative to body weight (P<0.05). By 5-6 weeks of age, lambs exposed to melatonin at any point in-utero were able to learn the maze test more rapidly compared to non-exposed lambs, with lambs exposed in early + late gestation demonstrating the greatest learning ability (P<0.001). Lambs from all melatonin-exposure groups had a greater number of interactions with novel objects, and were more vocal in both behavioural tests (P<0.001). We find that exposure to melatonin in-utero lead to superior learning, increased vocalisation and inquisitiveness in lambs. Late gestation appears to be most promising period for in-utero melatonin exposure to promote improvements in offspring cognitive function.