A bale loading and transporting trailer apparatus comprises a transport assembly having wheels, and a bale support frame on the transport assembly to support the bale support frame above the ground surface. The bale support frame is movable with respect to the transport assembly between a load condition for supporting bales and a dump condition for rolling bales off of the bale support frame. A lift frame is configured to lift a bale positioned adjacent to the bale support frame onto the support frame. A bale shifting assembly is configured to shift a bale rearwardly from a load position on the bale support frame to a store position behind the load position. The bale shifting assembly may include a sled movable in a longitudinal direction on the bale support frame to carry a bale positioned thereon along the bale support frame.