Neonatal immunization faces several challenges due to the immune system's immaturity and naivety, and several vaccines that induce adequate immune response in adults fail to protect neonates. Using a horse foal model, we show that enteral administration of Rhodococcus equi to newborn foals overcomes neonatal vaccination challenges by reprogramming innate immune responses, inducing R. equi-specific adaptive humoral and cell-mediated immune responses and protecting foals against experimental pneumonia challenge. Immunized foals exhibit changes in the epigenetic profile of blood monocytes, >1,000 differentially-expressed genes in neutrophils, and higher levels of R. equi-specific IgG1, IgG4/7, and T helper type 1 response. Together, our data indicate that early life exposure to R. equi in the gastrointestinal tract can induce enhanced innate immune responses, which may facilitate the development of adaptive immune responses and protect neonates against pneumonia through a previously unappreciated gut-lung axis.