Fatty acids are known for their regulatory role in inflammation and oxidative stress. The present study investigated 38 calves born from dams, abomasally supplemented with coconut oil, essential fatty acids (EFA), conjugated linoleic acid (CLA) or EFA + CLA, according to immunological traits and the oxidative and anti-oxidative status for the first 5 days of life. On day 2 of life, plasma total bilirubin, cholesterol, interleukin 1-β and ferric ion reducing anti-oxygen power (FRAP) were lower in calves with than without maternal EFA supplementation, and FRAP additionally on day 4. On day 3, the concentrations of reactive oxygen metabolites were higher in calves with than without maternal EFA supplementation and additionally on day 5 together of retinol. Total leucocyte counts were decreased in the EFA group compared to the CLA group on day 5. Lymphocyte proportions decreased from day 1 to 5 only in the EFA + CLA group. On day 2, plasma total protein was higher in CLA and EFA + CLA than in EFA calves. Similarly, CLA calves had higher interleukin 1-β concentrations compared to EFA + CLA calves. FRAP was decreased by CLA on day 4. Overall, the maternal fatty acid supply affected the inflammatory response and the oxidative and anti-oxidative status of the neonatal offspring.