He gave the ewe antibiotics and she continued to raise her triplets in the paddock beside his home.
"At this stage, she looks like she's going to survive."
The ewes were a composite breed with very high fertility, and have averaged over 200% lambing for several years, Mr Nimmo said.
However, he was deeply concerned someone had been shooting so close to his house.
Sergeant Kevin Davidson, of Mosgiel, said the shootings appeared to have been carried out with a .22 calibre rifle, either at point-blank range or by a very skilled marksman.
"It's either been a cracking shot, or they've been very, very close."
The killings come after mass stock shootings in January this year.
Sgt Davidson said the latest killings were again "gratuitous".
"You're not going to get any meat off a 2-week-old lamb."