The term ‘animal welfare’ embraces both physical and mental well-being of animals. The consideration of mental well-being of animals results from the acceptance that they are sentient beings that feel emotions. Emotions depend on cognitive abilities used by animals to evaluate its environment. To understand the progression from emotions to welfare state, we investigated whether these cognitive abilities could be biased by emotions which would be in turn modified in a lasting fashion. A model of chronic stress was developed in sheep : female lambs were repeatedly exposed to unpredictable and uncontrollable aversive events. The alteration of neuroendocrine systems and the increase of emotional reactivity showed that lambs underwent a chronic stress experience. Then, we investigated the impact of chronic stress on cognitive abilities : chronic stressed lambs showed negative evaluation and learning deficits. Finally, we investigated if a repeated exposure to positive emotions could alleviate negative cognitive biases in chronically stressed lambs. These animals showed a more positive evaluation of ambiguous events than lambs which had only been chronically stressed. Accumulation of negative emotions could lead the animal to develop a pessimistic-like perception of environment and anhedonia thus reinforcing and maintaining the state of stress. A decrease in anhedonia after repeated exposure to positive emotions in stressed animals showed that cognitive-behavioral strategies are possible to alleviate negative effects of stress. This work will contribute to develop innovating rearing practices which improve animal welfare.