Twenty-seven wether lambs were utilized to evaluate select innate immunity and oxidative stress in response to diet and heat stress. Dietary treatments were: (i) control (tall fescue) hay = no TascoTM (tradename for the extract of the brown seaweed, Ascophyllum nodosum, Acadian Sealants Ltd, Nova Scotia, Canada); (ii) pre-harvest Tasco-Forage-treated hay and (iii) control hay + post-harvest Tasco-EX. Tasco-Forage and Tasco-EX are two forms of the TascoTM extract that are either applied to foliage or used for direct feeding, respectively. All lambs were supplemented with soyabean meal and trace mineralized salt. Heat stress was applied for 10 days with measurements obtained at days 0, 4 and 10. A heat × treatment interaction indicated hay with Tasco enhanced monocyte oxidative burst through short duration (p < 0.05) and long duration (p < 0.10) heat stress. Phagocytic activity was influenced by days of heat stress (p < 0.001) and treatment (p = 0.02) with post-harvest TascoTM lambs exhibiting the greatest immune enhancement (p < 0.05). Red and white blood cell glutathione peroxidase increased by heat stress day 10 in Tasco lambs. Superoxide dismutase activity was increased and lipid hydroperoxide metabolites minimized (p < 0.01) through long duration heat stress in the pre-harvest Tasco group. Tasco treatment of tall fescue hay prior to harvest appears to provide residual effects on animal antioxidant availability in short-duration heat stress. Tasco supplementation to post-harvest fescue hay enhances immune function and protects against prolonged heat-induced oxidative stress.