In a temperate climate zone, sheep lambing during long days (summer) produce less milk and have shorter lactation than those naturally lambing during short days (winter). We investigated whether artificially induced and prolonged increase in melatonin concentration in sheep lambed during long days would improve milk yield and lactation parameters through changes in pituitary prolactin (PRL) secretion. In addition, the relative mRNA levels of PRL and PRL-receptor (PRL-R) were determined in the mammary gland. Sheep (n = 36) were randomly divided into three groups: lambed in January (short day – SD treatment group), lambed in June (long day – LD treatment group), and lambed in June and treated with the subcutaneous melatonin implants (in May and then in August, LDM treatment group). After lamb weaning, milk yield, the number of milking days and the total length of lactation (days) were monitored individually. Plasma melatonin and PRL concentrations were determined in samples collected from 18 sheep (6 of each group): 6 weeks before parturition, day after weaning and then during lactation, every 28 days. A mammary gland biopsy was performed in these sheep 3–4 days before parturition. Milk yield was higher in the SD group, than in the LD (P < 0.05) and LDM (P < 0.001) groups. Both the number of milking days and total length of lactation were higher in the SD (P < 0.001) and LDM (P < 0.05) groups than in the LD group. The PRL and melatonin secretion profiles varied in all groups, reflecting the characteristics of the endogenous circannual rhythm. An additional increase in plasma PRL concentration occurred in LDM sheep, compared to LD sheep (P < 0.01). Statistical differences were found neither in the relative levels of PRL mRNA nor PRL-R mRNA in the mammary gland between the SD and LD groups, however both transcripts contents decreased (P < 0.05) in the LDM group. In conclusions: 1) alterations in milk yield and lactational parameters in sheep are affected by changes in the secretory PRL profile during the established lactation; 2) PRL refractoriness to melatonin develops in lactating sheep with extended melatonin treatment, which increases only a number of milking days, with no positive effect on milk yield; 3) The sheep mammary gland is qualitatively at the same level of preparation, in both short and long days, for the synthesis and perception of PRL during the periparturient period; 4) Artificially elevated plasma melatonin concentration before parturition causes a decrease in abundance of both PRL and PRL-R transcripts in the mammary gland.