Background: Although zinc oxide has been banned at therapeutic doses in the EU, its use is still legal in most countries with industrial pig farming. This compound has been shown to be very effective in preventing E. coli-related diseases. However, another strategy used to control this pathogen is vaccination, administered parenterally or orally. Oral vaccines contain live strains, with F4 and F18 binding factors. Since zinc oxide prevents E. coli adhesion, it is hypothesised that its presence at therapeutic doses (2500 ppm) may alter the immune response and the protection of intestinal integrity derived from the vaccination of animals. Methods: A group of piglets were orally vaccinated at weaning and divided into two subgroups; one group was fed a feed containing 2500 ppm zinc oxide (V + ZnO) for the first 15 days post-vaccination (dpv) and the other was not (V). Faeces were sampled from the animals at 6, 8, 11, 13, and 15 dpv. Unvaccinated animals without ZnO in their feed (Neg) were sampled simultaneously and, on day 15 post-vaccination, were also compared with a group of unvaccinated animals with ZnO in their feed (ZnO). Results: Differences were found in E. coli excretion, with less quantification in the V + ZnO group, and a significant increase in secretory IgA in the V group at 8 dpv, which later equalised with that of the V + ZnO group. There was also some difference in IFNα, IFNγ, IL1α, ILβ, and TNFα gene expression when comparing both vaccinated groups (p < 0.05). However, there was no difference in gene expression for the tight junction (TJ) proteins responsible for intestinal integrity. Conclusions: Although some differences in the excretion of the vaccine strain were found when comparing both vaccinated groups, there are no remarkable differences in immune stimulation or soluble IgA production when comparing animals orally vaccinated against E. coli in combination with the presence or absence of ZnO in their feed. We can conclude that the immune response produced is very similar in both groups.