The lower results in cryopreservation of in vitro-produced (IVP) sheep embryos, when compared to the in vivo derived, limits its use. Four groups of blastocyst (BL) were evaluated: fresh IVP (n = 3), fresh in vivo derived (n = 3), warmed IVP cryopreserved in open pulled straws (OPS, n = 3) and warmed in vivo derived cryopreserved in OPS (n = 3). Ultrastructural observation of processed fresh embryos showed a reduced number of microvilli and mitochondria in the IVP ones, as well as a lower number of mature mitochondria, that can be associated with deficient metabolism in IVP embryos, possibly involved in the lower resistance to cryopreservation. Both in vivo-derived and IVP embryos had a large number of vesicles, with light and dense content. In embryos vitrified by OPS, major changes were observed mainly in IVP embryos with small changes in grade 2 (fair) and high changes in grade 3 (bad) semithin scoring. The main changes associated with cryopreservation included disruption of cellular membranes and poor intracellular preservation, with loss of microvilli and the presence of cellular debris. In conclusion, ultrastructural evaluation of IVP blastocysts cryopreserved in OPS was herein described for the first time, reporting more severe cellular damage in these embryos when compared to those produced in vivo. This is probably associated with a lower cryotolerance that can be related to their lipid content and metabolism.