The last decade has seen important developments in the use of carotenoid pigments to authenticate pasture-feeding in ruminants. However, dehydrated alfalfa is sometimes incorporated in grain-based concentrates fed to stall-raised lambs, which may affect the reliability of the pasture-feeding authentication methods based on carotenoids in plasma and fat, due to significant residual carotenoid levels post-dehydration. The aim of this study was to examine whether other compounds can give additional information to authenticate diet and discriminate pasture-fed lambs from lambs fed high levels of alfalfa indoors. Two feeding treatments were compared: pasture-feeding (P) v. stall-feeding with dehydrated alfalfa (A). Each treatment group consisted of seven male Romanov3Berrichon lambs. Pasture-fed (P) lambs grazed a permanent graminaceae-rich pasture maintained at a leafy, green stage, offered ad libitum; they received no supplementation at pasture. A-group lambs were individually penned and fed dehydrated alfalfa and straw; their feed level was adjusted to achieve a similar growth pattern as for P-group lambs. Plasma carotenoid concentration was measured at slaughter by spectrophotometry. The reflectance spectrum of perirenal and subcutaneous caudal fat was measured at 24-h post mortem and used to calculate an index (absolute value of the mean integral (AVMI)) quantifying light absorption by carotenoid pigments present in the fat. The nitrogen (N) stable isotopes ratio (d15N) in both feed and longissimus dorsi muscle was measured by isotopes ratio mass spectrometry (IRMS). Volatile compounds were analyzed in perirenal fat for five randomly chosen lambs per treatment, using dynamic headspace–gas chromatography–mass spectrometry. Plasma carotenoid concentration and AVMI of the fat did not differ significantly between P- and A-group lambs, but there were significant between-treatment differences in meat d15N values and in the terpene profiles of perirenal fat. A discriminant analysis performed using three compounds in different animal tissues (d-cadinene in perirenal fat, d15N value of the meat and plasma carotenoid concentration) clearly separated pasture-fed lambs from lambs fed high levels of alfalfa indoors.