Breeding stress-resilient livestock is a potential strategy to help mitigate the negative effect of environmental and pathogenic stressors. The hypothalamic-pituitary-adrenal axis and immune system are activated during stress events and release mediators into the circulation that help restore physiological homeostasis. The purpose of this study was to assess a comprehensive set of circulatory mediators released in response to an acute immune stress challenge to identify candidate biomarkers that can be used for the selection of stress-resilient animals. Fifteen female lambs were stress challenged with an intravenous bolus of lipopolysaccharide (LPS; 400 ng/kg), and blood was collected from the jugular vein at 0, 2, 4, and 6 h after LPS challenge to identify and monitor candidate stress biomarkers; temperature was also recorded over time. Biomarker responses were evaluated with a repeated-measures model to compare time points with baseline values. As expected, all sheep had a monophasic febrile response to LPS challenge, and cortisol increased and returned to baseline by 6 h. The cytokines tumor necrosis factor-α, IL-6, IFN-γ (proinflammatory), and IL-10 (anti-inflammatory) increased, but only tumor necrosis factor-α returned to baseline during the monitoring period. The cytokines IL-1α, IL-1β, IL-17α (proinflammatory), and IL-4 (anti-inflammatory) did not respond to LPS challenge. All chemokines (CCL2, CCL3, CCL4, CXCL10, and IL-8) responded to LPS challenge; however, only CCL2, CCL3, CCL4, and CXCL10 increased over time, and only CCL3, CCL4, and CXCL10 returned to baseline during the monitoring period. MicroRNA (miR-145, miR-233, and miR-1246) also increased and remained elevated during the study. In summary, the LPS challenge induced a strong stress response in Rideau-Dorset sheep that could be monitored with a distinct profile of circulatory biomarkers.