Young calves are more susceptible to cold than older animals due to their limited ability to regulate body temperature and lack of fat reserves and may have difficulty consuming the energy needed to cope with the cold by maintaining body temperature and meeting their metabolic needs, especially when fed constant levels of waste milk (WM) with less solids, which can be detrimental to health and future performance. An alternative to overcome this problem is increasing the milk’s solids content to the existing volume by using different sources [milk replacer powder (MR) or transition milk (TM)]. Thus, we aimed to evaluate the effects of increasing the total solids of WM via MR (WM+MR) or TM (WM+TM) on the performance, feeding behavior, and health-related variables of cold-stressed dairy calves during pre- and post-weaning. We hypothesized that feeding WM supplemented with MR or TM as potential liquid feed enhancers would improve milk dry matter and energy intake of the calves with a positive impact on body development and have no negative impact on feeding behavior and health. Additionally, we hypothesized that MR would not differ from TM. As a sample size calculation at 80% power using power analysis (PROC POWER) in SAS 9.4, a total of 51 Holstein-Friesian vigorous male calves [vigor score 21–27; 17 per treatment; 4-d old; body weight (BW) = 40.0 ± 0.63 kg (mean ± SD)] were selected, assigned randomly to treatments, and housed in individual pens in an outdoor barn. Irrespective of the type of treatment, all calves were fed 6 kg/d liquid feed from d 1 to d 53 of the experiment. In a step-down weaning program, calves received 0.5 kg liquid feed from d 54 to d 60. All calves were weaned on d 61 and remained in the study until d 101 as post-weaning evaluation. The calves had ad libitum access to starter feed and fresh drinking water across the experiment. Intake, growth, and behavior data were analyzed using a general linear mixed model and health data were analyzed using mixed logistic regression, mixed linear regression, and survival analysis models in SAS. We found that supplementation was responsible for a greater dry matter intake (DMI; P = 0.004), superior average BW (P = 0.037), and increased crude protein (CP; P = 0.001) and crude fat (CF; P = 0.001) intakes, with the most favorable outcomes observed for the WM+TM group when compared with WM+MR. Animals fed WM (control group; CON) showed a smaller average daily gain during the first 40-d of life (P = 0.026), showing slight changes during the whole period of evaluation when compared with the supplemented groups (SUP; WM+MR and WM+TM). No difference between MR- and TM-SUP groups, probability of having abnormal appearance (P = 0.032) and pneumonia occurrence (P = 0.022) was reduced in the SUP than in CON animals, with no effect on diarrhea among treatment groups (P = 0.461). Using milk supplements added to WM is an alternative to improve the intake, performance, and health of young calves under cold stress. Our findings showed that SUP animals outperformed the CON group in terms of DMI, average BW, and intake of CP and CF, with the TM-SUP group displaying the most favorable outcomes. Moreover, the SUP groups demonstrated reduced odds of experiencing abnormal appearance and pneumonia, highlighting the positive impact of supplementation on calf health.