Environmental enrichment is a legal requirement for European pig farms. The suitability of enrichment materials for neonatal pigs is understudied and has not been tested in commercial settings. This study investigates the effect of hanging objects and substrate as two enrichment strategies pre-weaning, and compares the effect of these enrichment objects on play behaviour, aggression, growth and stress coping ability during lactation until 10 days after weaning. Farrowing crates were equipped with either six hanging objects (OB), a substrate box with wood bark (SUB), or nothing (control; CON). The behaviour of over 600 piglets (∼210 piglets/treatment) was recorded weekly by instantaneous scan sampling (10 s/piglet, repeated 6 times per day for 6 days). Aggression was monitored through skin lesions on focal piglets on 1 day before weaning and 1 and 2 days after weaning. Piglets were weighed individually every week. Stress coping ability was assessed through salivary cortisol from a sample of six piglets per litter on 1 day before (baseline), and on days 1 and 2 after weaning. Both enrichment groups showed more object play during lactation as compared to the control group (P < 0.001). The amount of object play increased linearly with age (P < 0.001). Enrichment did not affect social play or locomotor play during lactation. Enrichment did not influence the amount of skin lesions before weaning, but heavier piglets had more skin lesions (P < 0.01). The enrichment strategies had no influence on weight gain at any stage. The baseline of the salivary cortisol concentration was similar amongst the treatment groups; however, the cortisol concentration of the object group and control group was significantly higher at one day after weaning than at baseline (P < 0.001) whereas the substrate group showed no significant increase. In conclusion, providing either hanging objects or substrate alone could encourage neonatal piglets to express more object play behaviour. Compared to the hanging objects, providing substrate in the commercial neonatal environment demonstrated to decrease piglets’ stress at weaning, and therefore increase animal welfare.