A randomized design trial was used to evaluated effects of cottonseed hulls (CSH) and bermudagrass hay (BGH) particle size in feedlot diets fed to female Rambouillet lambs (n = 10/treatment) on dry matter intake (DMI), physiological parameters, and growth performance. After 14 days of adaptation, lambs were individually fed 80% concentrate diets during two distinct 21-d periods with either CSH or BGH as the roughage source, respectively. Diets were identical except for the roughage particle size (3/8, 1/4, or 3/16-inch hammermill screens); control diets contained unground CSH or course-ground BGH. Data were analyzed by period using a model including treatment as main effect and animal as repeated measure. No differences in initial and final BW were observed. Lamb DMI (g/d) did not vary (P < 0.10) among the different particle sizes. However, there was a linear decrease (P = 0.007) in DMI as a percentage of BW when CSH particle size increased, while no difference was observed for BGH (P < 0.55). Rumen fluid pH was not affected by roughage particle size (P < 0.19) in either Period. No differences (P < 0.10) in rumen fluid FAs concentration were observed related to CSH despite a quadratic trend (P = 0.07) in acetate concentration. Total VFA (P = 0.01), acetate (P = 0.008), and propionate (P = 0.04) concentrations in ruminal fluid from lambs fed diets containing BGH quadratically increased, while butyrate linearly decreased (P = 0.03). There was a trend for a quadratic increase (P = 0.09) in blood serum ammonia when CSH particle size increased. Blood serum urea during both periods and ammonia during Period 2, did not vary with roughage particle size. Results suggested that particle size is dependent upon type of roughage. Generally, in high concentrate lamb feedlot diets a course particle size (3/8” screen) is recommended.