Sheep farming has been expanding in Brazil, and confinement systems have emerged as an alternative to improve productive performance during winter. This study aimed to evaluate different confinement structures in winter on the total weight gain of hair sheep females. The experiment was conducted at the Sheep Production Sector of UFVJM, Campus JK, Diamantina-MG, using 12 Dorper × Santa Inês crossbred ewes, averaging 40 kg of body weight and 12–24 months of age. A completely randomized design was used with two treatments: closed confinement (1.5 m walls and metal roof) and open confinement (wire fence with shade cloth cover). All animals received the same diet formulated for an average daily gain of 0.10 kg/head/day, divided into two feedings (7 a.m. and 3 p.m.). Body weight was recorded after a 16-hour solid fasting period on 25/07, 08/08, 22/08, and 12/09/2025, totaling 51 days. Data were analyzed using a Generalized Linear Model, and means were compared by Tukey’s test at a 5% significance level. Significant effects were observed for both environment type (p = 0.0086) and confinement duration (p < 0.05) on live weight. The final average body weight was higher (p < 0.05) in the closed confinement (44.5 kg/head) compared to the open one (41.0 kg/head). Weight gain increased steadily (p < 0.05) throughout the experimental period, from 38.5 kg to 46.2 kg/head on day 51. Rectal temperatures remained within the thermoneutral range (mean 39.43 °C) with no significant differences (p > 0.05), indicating physiological stability. The results suggest that closed confinement improved productive performance, likely due to reduced thermal variation and lower energy expenditure for thermoregulation. According to Medeiros et al. (2017) and Franco et al. (2022), controlled environments enhance thermal comfort and nutrient utilization, favoring continuous weight gain.