This study aimed to assess the impact of prepartum maternal diphenyl diselenide (PhSe)2 supplementation on the development, biochemical, immune, and antioxidant parameters of calves. Eighteen Holstein breed calves were used, born to females who were or were not subjected to supplementation, at 42, 28, and 14 days prior to calving. The (PhSe)2 group (DDG) was administered 3 μmol/kg of (PhSe)2 in 4 mL of dimethyl sulfoxide (DMSO), while the DMSO and NaCl groups were administered 4 mL of DMSO and 0.9% NaCl, subcutaneously. The calves were evaluated based on their weight, withers height, body condition score 24 h post-birth (0), as well on days 14, 28, 42, 56, 70. Blood samples were also taken to determine serum variables. Calves on the DDG showed higher average levels of total protein, albumin, and globulins on day 0, and the immunoglobulin G level was significantly higher than the other groups on days 0, 14, 56, 70. Maternal supplementation showed immunomodulatory effect on calves, evidenced by the exceptional rates of passive immunity transfer, as well as the enhancement of humoral immunity. Our research offers fresh insights into the immunomodulatory potential of (PhSe)2, making it a viable alternative in facing this challenging phase, rearing dairy calves.