Data collected from an experimental Holstein-Friesian research herd were used to determine genetic and phenotypic parameters of innate and adaptive cellular immune-associated traits. Relationships between immune-associated traits and production, health, and fertility traits were also investigated. Repeated blood leukocyte records were analyzed in 546 cows for 9 cellular immune-associated traits, including percent T cell subsets, B cells, NK cells, and granulocytes. Variance components were estimated by univariate analysis. Heritability estimates were obtained for all 9 traits, the highest of which were observed in the T cell subsets percent CD4, percent CD8, CD4:CD8 ratio, and percent NKp46 cells (0.46, 0.41, 0.43 and 0.42, respectively), with between-individual variation accounting for 59 to 81% of total phenotypic variance. Associations between immune-associated traits and production, health, and fertility traits were investigated with bivariate analyses. Strong genetic correlations were observed between percent NKp46 and stillbirth rate (0.61), and lameness episodes and percent CD8 (-0.51). Regarding production traits, the strongest relationships were between CD4:CD8 ratio and weight phenotypes (-0.52 for live weight; -0.51 for empty body weight). Associations between feed conversion traits and immune-associated traits were also observed. Our results provide evidence that cellular immune-associated traits are heritable and repeatable, and the noticeable variation between animals would permit selection for altered trait values, particularly in the case of the T cell subsets. The associations we observed between immune-associated, health, fertility, and production traits suggest that genetic selection for cellular immune-associated traits could provide a useful tool in improving animal health, fitness, and fertility.