The identification of the cognitive processing by which animals evaluate their environment helps to predict situations detrimental to their welfare. Appraisal theories developed in cognitive psychology offer a framework to study such cognitive processing. Here we investigated whether the controllability of an aversive event (an airblast and a sliding grate preventing access to a food reward) affected emotional responses in lambs. The animals could (vs. could not) interrupt the aversive event and thus gain access to food by performing an operant task (placing their muzzle in an aperture). Among lambs trained to perform the operant task, seven learnt it completely and six partially (i.e. they approached their muzzle to the aperture). Each of the 13 lambs that learnt the task completely or partially was paired with a "yoked" partner not taught how to interrupt the aversive event. Behaviour, cortisol and cardiac activity were recorded and the groups were compared with ANOVAs for mixed models. Compared with the lambs unable to interrupt the aversive event, the lambs taught to control it were more inclined to enter and stay in the test arena, and more inclined to eat there. These differences were generally more marked in pairs where the operant task had been fully learnt. An occurrence of the aversive event was followed by a transient backwards-pointing position of the ears and an increased heart rate in all the lambs. These responses were less pronounced in controlling lambs that had completely learnt the operant task. We show that an aversive situation is perceived as less stressful by sheep when they can exert control over it and this effect depends on the degree of control. Crown Copyright (C) 2008 Published by Elsevier Ltd. All rights reserved.