Border Disease (BD) is a major sheep disease characterized by immunosuppression, congenital disorders, abortion, and birth of lambs persistently infected (PI) by Border Disease Virus (BDV). Control measures are based on the elimination of PI lambs, biosecurity, and frequent vaccination which aims to prevent fetal infection and birth of PI. As there are no vaccines against BDV, farmers use vaccines directed against the related Bovine Viral Diarrhea Virus (BVDV). To date, there is no published evidence of cross-effectiveness of BVDV vaccination against BDV infection in sheep. We tested three commonly used BVDV vaccines, at half the dose used in cattle, for their efficacy of protection against a BDV challenge of ewes at 52 days of gestation. Vaccination limits the duration of virus-induced leukopenia after challenge, suggesting partial protection in transient infection. Despite the presence of BDV neutralizing antibodies in vaccinated ewes on the day of the challenge, fetuses of vaccinated and unvaccinated sheep were, two months after, highly positive for BDV RNA loads and seronegative for antibodies. Therefore, BVDV vaccination at half dose was not sufficient to prevent ovine fetal infection by BDV in a severe challenge model and can only be reconsidered as a complementary mean in BD control.