Background: There is increasing research interest in using short-chain fatty acids (SCFAs) including butyrate as potential alternatives to antibiotic growth promoters in animal production. This study was conducted to evaluate the effects of supplementation of sodium butyrate (SB) in liquid feeds (milk, milk replacer, and the mixture of both) on the growth performance, rumen fermentation, and serum antioxidant capacity and immunoglobins in dairy calves before weaning. Forty healthy female Holstein calves (4-day-old; 40 ± 5 kg of body weight) were housed in individual hutches and randomly allocated to 1 of 4 treatment groups (n = 10 per group) using the RAND analysis method in Excel. The control group was fed no SB (SB0), while the other three groups were supplemented with 15 (SB15), 30 (SB30), or 45 (SB45) g per day of SB mixed into liquid feeds offered. The calves were initially fed milk only (days 2 to 20), a mixture of milk and milk replacer (days 21 to 23), and then milk replacer only (days 24 to 60). Results: The SB supplementation enhanced growth and improved feed conversion into body weight gain compared with the SB0 group,and the average body gain had a tendency to increase linearly with increasing SB supplementation with a quadratic dose effect. No significant effect on rumen pH; concentrations of NH3-N, individual and total VFAs; or acetate: propionate (A:P) ratio was found during the whole experimental period. Serum glutathione peroxidase activity increased linearly with the increased SB supplementation, and the serum concentration of maleic dialdehyde linearly decreased as the SB supplementation amount increased. Serum concentrations of immunoglobulin A, immunoglobulin G, or immunoglobulin M were not affected by the SB supplementation during the whole experimental period. Conclusions: Under the conditions of this study, SB supplementation improved growth performance and antioxidant ability in pre-weaned dairy calves. We recommended 45 g per day as the optimal level of SB supplementation mixed into liquid feeds (milk or milk replacer) to improve the growth and antioxidant function of dairy calves before weaning.