Vitamin E (vit E), an essential antioxidant for maintaining the stability of biological membranes and the function of the immune system, is considered to support adaptive immune responses and performance in cattle. The principal virulence factor of Shiga toxin (Stx)‐producing Escherichia coli (STEC), the eponymous Stx, modulates cellular immune responses in cattle, the primary STEC reservoir. Active and passive immunization of calves with Shiga toxoids (rStxMUT) was recently shown to reduce the STEC shedding. Here, we examined the influence of vit E on calves' serum α‐tocopherol, performance, haematology, blood chemistry and its interaction with rStxMUT immunization. Data from calves having received passive (colostrum from immunized cows) and active (intramuscularly at 5th and 8th weeks of life) vaccination with rStxMUT (n = 24) were compared to unvaccinated controls (n = 24; fed with low anti‐Stx colostrum, placebo injected). For each vaccination group, data were analysed according to the level of vit E supplementation offered by milk replacer (188 IU all‐rac‐α‐tocopheryl acetate daily [VitEM] vs. 354 IU [VitEH]). An increase by 79% in daily vit E supplementation led to slightly higher serum α‐tocopherol level and earlier concentrate intake at the beginning of the experiment without significant differences in live weight gain, haematology, blood chemistry parameters and peripheral CD4+ and CD8+ T‐cell subpopulations. rStxMUT vaccination modulated the CD4+/CD8+ ratio irrespective of vit E supplementation but decreased concentrate intake in VitEH in a time‐dependent manner. Results of our study indicate that an increase in daily vit E supplementation vastly fails to exert effects on laboratory parameters and growth performance. However, observed interactive effects of vit E supply and vaccination on the regulation of feed intake deserves further attention.