Ferulic acid (FA) has been regarded as an antioxidant in domestic animals’ feed. This study was to investigate whether dietary FA supplementation could improve growth performance by decreasing oxidative stress of lambs in cold environment. Thirty-two 3-mo-old crossbred male lambs (Dorper × Small-tail Han sheep; 30.49 ± 0.46 kg) were randomly assigned into one of the following dietary treatments: CON (control, no FA), FA80 (80 mg FA kg^-1 of diet), FA400 (400 mg FA kg^-1 of diet), and FA2000 (2000 mg FA kg^-1 of diet). Lambs fed the FA80 had higher (P < 0.05) average daily gain and lower (P < 0.05) feed efficiency than those fed CON and FA2000. The dry matter, organic matter, and neutral detergent fiber apparent digestibility was lower (P < 0.05) for FA2000 lambs than for lambs from other treatments. Serum total protein and albumin concentrations were greater (P < 0.05) for FA80 group than other groups. Lambs fed FA80 had higher (P < 0.05) plasma glutathione peroxidase and catalase activities and lower (P < 0.05) malondialdehyde (MDA) content than lambs fed CON. However, FA2000 group showed higher (P < 0.05) plasma MDA content than CON group. In conclusion, dietary supplementation of 80 mg FA kg^-1 diet could improve growth performance by decreasing oxidative stress of lambs in cold environment.