Anticipatory behaviours may serve a useful tool in studying positive emotional states in animals. This study aimed to investigate if lambs express anticipatory behaviours for opportunities to play or a food reward and if these behaviours would differ depending on the anticipated event. Forty-two male lambs were allocated into three treatment groups (control, play, food). Play and food lambs were conditioned to anticipate play or food in a holding pen for three minutes prior to accessing a reward arena containing toy objects or concentrate, respectively. Control lambs returned to their home pen following three minutes in the holding pen. Compared to the control lambs, both play and food lambs differed in several behaviours frequencies and durations, e.g. by an increased frequency of behavioural transitions and duration of walking. Following these observations, food lambs received the toy objects when entering the reward arena. The subsequent session in the holding pen resulted in a decrease in number of behavioural transitions, time spent walking and an increase in time standing still. In conclusion, anticipating a positive event resulted in differences in behaviour compared to a control group, and these behaviours are affected when the anticipated event does not fit with the lambs’ expectations.