This study aimed to evaluate the effect of the inclusion of protected or unprotected fats in the diet of feedlot lambs on feeding behavior, productive characteristics, carcass traits, and meat quality. Forty male Dorper × Santa Inês lambs (22.27 ± 2.79 kg) were randomly assigned to treatments in a completely randomized design. The experimental treatments consisted of five diets: no added fat (NAF), whole soybeans (WSB), calcium salts of fatty acids (CSFA), soybean oil (SO), and corn germ (CG). The total intake of dry matter (DMI) (p < 0.001) and neutral detergent fiber (NDFI) (p = 0.010) were higher in the CSFA and NAF diets. Feeding behavior, morphometric measurements, physicochemical characteristics, and centesimal composition of the Longissimus lumborum muscle were similar between treatments (p > 0.05). The CSFA diet provided higher production (p < 0.05) and better-quality carcasses. The inclusion of fat sources increased the concentration of polyunsaturated fatty acids (p < 0.05). The use of calcium salts of fatty acids in feedlot lambs’ diets provides better quantitative and qualitative characteristics of the meat and carcass.