<p>Weaning in pig production is a stressful event that impacts intestinal biology and increases the risk of infections, impairing piglet development and leading to economic losses. Preventive administration of antibiotics is generally used to improve productive parameters, but nowadays this practice has been banned because of its contribution to antimicrobial resistance. So, alternatives are urgently needed. The aim of this study was to evaluate the efficacy of supplementing sows and their piglets with <i>Kluyveromyces marxianus</i> CIDCA 9121 on preventing post-weaning stress and improving productive parameters. To this aim, 8 sows were supplemented with 10⁹ CFU/ kg of feed from 20 days before piglets´ birth until weaning. Then, piglets were supplemented with 2 × 10⁹ CFU/ kg of feed for 20 days more. A control group of 8 sows and their piglets not supplemented with yeast was included. Productive parameters were recorded from birth to 60 days of age. Five days post-weaning, 5 animals from each group were euthanized; small intestines and blood were taken for histopathology and amino acid analysis respectively. Piglets born from supplemented sows (<i>n</i> = 132) had greater body weight at birth than controls (<i>n</i> = 130; <i>p</i> &lt; 0.05). At weaning, there were no differences among groups but 40 days after weaning the supplemented group weighed 10% more than the control group (<i>p</i> &lt; 0.05). We found an increase in small intestine mucosal thickness (<i>p</i> &lt; 0.05) in supplemented piglets indicating better tolerance to post-weaning stress. Our results suggest that <i>K. marxianus</i> CIDCA 9121 is a good candidate for the supplementation of gestating sows and post-weaning piglets.</p>