We investigated the diagnostic reliability of pregnancy detection using changes in interferon stimulated gene (ISG) messenger RNA (mRNA) levels in circulating immune cells in ewes. Two different groups of ewes (an experimental group, experiment 1 and a farm group, experiment 2) were oestrus-synchronized and blood sampled on day 14 (D0=day of insemination in control animals, experiment 1) and day 15 (experiment 2). Real-time PCR were performed to evaluate the abundance of different ISG mRNAs. In the experimental group, peripheral blood mononuclear cells of 29 ewes born and bred in experimental facilities were isolated using a Percoll gradient method. Gene expression for Chemokine (C-X-C motif) ligand 10 (CXCL10), Myxovirus (influenza virus) resistance 1 (MX1) and Signal transducer and activator of transcription 1 (STAT1) mRNA were, respectively, 8.3-fold, 6.1-fold and 2.7-fold higher (P0.10) in CXCL10, STAT1, MX1, Myxovirus (influenza virus) resistance 2 (MX2) and ISG15 ubiquitin-like modifier (ISG15) mRNA expression were found between pregnant and non-pregnant ewes. The ROC curves and the hierarchical classification generated from the real-time PCR data failed to discriminate between pregnant and non-pregnant animals. In this group of animals, our results show a strong variability in ISG expression patterns: 17% of animals identified as non-pregnant by the five tests were in fact pregnant, only 52% of pregnant animals had at least two positive results (two genes above threshold), whereas up to five positive results (five genes above threshold) were needed to avoid misclassification. In conclusion, this study illustrates the high variability in ISG expression levels in immune circulating cells during early pregnancy and, therefore, highlights the limits of using ISG expression levels in blood samples, collected on PAXgene® tubes on farms, for early pregnancy detection in sheep.