Ewes fed sainfoin (a source of condensed tannins “CT”) may influence the homeostasis of the gastrointestinal tract of suckling lambs. This study investigated the effects of CT from sainfoin in the maternal diet on plasma fructosamine, faecal coccidian excretion, and gene expression of immune and antioxidant markers in jejunum and ileum of suckling lambs. Twelve Rasa Aragonesa lambs with their dams were selected. The maternal diet was based on fresh sainfoin (SAINFOIN, n = 6) and sainfoin + polyethylene-glycol (SAINFOIN + PEG, as a CT-binder, n = 6) plus a daily supplement of 200 g barley in both groups. A lower percentage of lambs that shed more than 10 oocysts/g faeces was observed in SAINFOIN compared to the SAINFOIN + PEG group (p = 0.07). Jejunal gene expression of transforming growth factor-β1, tumour necrosis factor-α, and glutathione peroxidase (GPX) 1 and 4 were lower in the SAINFOIN group (p < 0.05). In contrast, ileal catalase and GPX2 expression were increased in the SAINFOIN group (p < 0.05). Overall, the results suggest that the presence of CT in the dams’ diets has a positive effect on reducing excreted coccidian oocysts and favours antioxidant-immune crosstalk at gut level in suckling lambs.