The objective of this study was to evaluate the nutrient intake and performance of feedlot lambs using 2 roughage to concentrate ratios and 2 types of soybean, whole (WS) or thermally processed (PS). Twenty male noncastrated market lambs weighting 23.26 ± 2.18 kg were used. The design was completely randomized in a factorial arrangement of 2 × 2. Diets were formulated with 50:50 and 20:80 of roughage to concentrate ratio on DM, and the thermal processing was realized in an autoclave at 120°C during 1 h. The end of the experimental period was determined by animal BCS, that is, the animals were slaughtered with a BCS between 3 and 3.5. The animals fed with 50% of roughage spent more time consuming feed (P < 0.01) and ruminating (P < 0.01). Thermally processed soybean provided more time consuming (P < 0.05) and less leisure time (P < 0.05) compared with WS. Diet with 20% of roughage provided increased ADG (P < 0.01) and better feed conversion (FC; P < 0.01). The utilization of PS resulted in decreased feedlot period (FP; P< 0.01), increased ADG (P < 0.05), decreased DMI (P < 0.01), and consequently better FC (P < 0.01). Diet with PS decreased the intake of ADF (P < 0.01). There was interaction between the roughage to concentrate ratio and soybean, wherein the diet with 50% of roughage and WS provided increased intake of NDF (P < 0.05). The use of thermally processed soybean provided better performance of lambs, and when this feed is associated with higher concentrate proportion, it reduces the intake of fibrous fraction of the diet.