Trained immunity is the capacity of innate immune cells to produce an improved response against a secondary infection after a previous unrelated infection. Salmonellosis represents a public health issue and affects the pig farming industry. In general, vaccination against salmonellosis is still facing problems regarding the control of distinct serovars. Therefore, we hypothesized that an immunostimulant based on heat inactivated Mycobacterium bovis (HIMB) could have an immune training effect in pigs challenged with Salmonella enterica serovar Choleraesuis (S. Choleraesuis) and decided to explore the amplitude of this non-specific immune response. For this purpose, twenty-four 10 days-old female piglets were randomly separated in three groups: immunized group (n = 10) received orally two doses of HIMB prior to the intratracheal S. Choleraesuis-challenge, positive control group (n = 9) that was only challenged with S. Choleraesuis, and negative control group (n = 5) that was neither immunized nor infected. All individuals were necropsied 21 days post-challenge. HIMB improved weight gain and reduced respiratory symptoms and pulmonary lesions caused by S. Choleraesuis in pigs. Pigs immunized with HIMB showed higher cytokine production, especially of serum TNFα and lung CCL28, an important mediator of mucosal trained immunity. Moreover, immunized pigs showed lower levels of the biomarker of lipid oxidation malondialdehyde and higher activity of the antioxidant enzyme superoxide dismutase than untreated challenged pigs. However, the excretion and tissue colonization of S. Choleraesuis remained unaffected. This proof-of-concept study suggests beneficial clinical, pathological, and heterologous immunological effects against bacterial pathogens within the concept of trained immunity, opening avenues for further research.