Tuberculosis BCG vaccination induced non-specific protective effects in humans led to postulate the concept of trained immunity (TRAIM) as an innate type of immune mechanism that triggered by a pathogen, protects against others. Killed vaccines have been considered not to be effective. However, field efficacy of a commercial vaccine against paratuberculosis, as well as of a recently developed M. bovis heat-inactivated vaccine (HIMB) prompted to test whether it could also induce TRAIM. To this, we used a sarcoptic mange rabbit model. Twenty-four weaned rabbits were treated orally or subcutaneously with a suspension of either HIMB (107 UFC) or placebo. Eighty-four days later the animals were challenged with approximately 5000 S. scabiei mites on the left hind limb. Skin lesion extension was measured every 2 weeks until 92 days post-infection (dpi). Two animals were killed at 77 dpi because of extensive skin damage. The rest were euthanized and necropsied and the lesion area and the mite burden per squared cm were estimated. Specific humoral immune responses to S. scabiei and to M. bovis were investigated with the corresponding specific ELISA tests. Subcutaneously and orally HIMB vaccinated animals compared with placebo showed reduced lesion scores (up to 74% and 62%, respectively) and mite counts (−170% and 39%, respectively). This, together with a significant positive correlation (r = 0.6276, p = 0.0031) between tuberculosis-specific antibodies and mite count at 92 dpi supported the hypothesis of non-specific effects of killed mycobacterial vaccination. Further research is needed to better understand this mechanism to maximize cross protection.