Similar to the multi-hit theory of schizophrenia, social behavior pathologies are mediated by multiple factors across generations, likely acting additively, synergistically, or antagonistically. Exposure to social adversity, especially during early life, has been proposed to induce depression symptoms through immune mediated mechanisms. Basal immune factors are altered in a variety of neurobehavioral models. In the current study, we assessed two aspects of a transgenerational chronic social stress (CSS) rat model and its effects on the immune system. First, we asked whether exposure of F0 dams and their F1 litters to CSS changes basal levels of IL-6, TNF, IFN-γ, and social behavior in CSS F1 female juvenile rats. Second, we asked whether the F2 generation could generate normal immunological responses following vaccination with Mycobacterium bovis Bacillus Calmette–Guérin (BCG). We report several changes in the associations between social behaviors and cytokines in the F1 juvenile offspring of the CSS model. It is suggested that changes in the immune–behavior relationships in F1 juveniles indicate the early stages of immune mediated disruption of social behavior that becomes more apparent in F1 dams and the F2 generation. We also report preliminary evidence of elevated IL-6 and impaired interferon-gamma responses in BCG-vaccinated F2 females. In conclusion, transgenerational social stress alters both immune–behavior associations and responses to vaccination. It is hypothesized that the effects of social stress may accumulate over generations through changes in the immune system, establishing the immune system as an effective preventative or treatment target for social behavior pathologies.