Internationally, cervical artificial insemination (AI) in sheep yields low pregnancy rates when frozen-thawed semen is used. An exception to this is in Norway where vaginal AI of frozen-thawed semen to a natural oestrus yields non-return rates in excess of 60%, which has been attributed to the ewe breed used in Norway. This study used both metabolomics and an RNA-sequencing approach to assess the lipid production and composition from cervical mucus and tissue of four European ewe breeds (n = 28–30 ewes per breed) with previously reported differences in pregnancy rates following cervical AI with frozen-thawed semen. These breeds included Suffolk (exhibiting low fertility), Belclare (medium fertility) as well as Norwegian White Sheep and Fur (both with high fertility and pregnancy rates > 60%) at both a synchronised and natural oestrous cycle. The aim was to explore the differences between ewe breeds in the lipidomic profile and to identify candidate biomarkers associated with an optimal environment for cervical sperm transport. The results revealed the identification of 255 lipids, of which 170, 102 and 83 were different between ewe breeds, types of cycle and affected by their interaction, respectively (P < 0.05). Reduced levels of lipids involved in the resolution of inflammation (i.e. 14-HDoHE,17-HDoHE, 15-HETE) were identified in the low-fertility Suffolk breed compared to high-fertility ewe breeds. However, there was an up-regulation of the COX pathway accompanied by increased levels of prostaglandins in the Suffolk breed. These findings indicated a sub-optimal and pro-inflammatory environment that could have a negative effect on cervical sperm transport.