Background: There is increasing research interest in using short-chain fatty acids (SCFAs) including butyrate as potential alternatives to antibiotic growth promoters in animal production. This study was conducted to evaluate the effects of supplementation of sodium butyrate (SB) in milk and/or milk replacer on the growth performance, rumen fermentation, and serum antioxidant capacity and immunoglobins in dairy calves before weaning. Forty healthy female Holstein calves (4-day-old; 40 ± 5 kg of body weight) were housed in individual hutches and randomly allocated to 1 of 4 treatment groups (n = 10 per group). The control group was fed no SB (SB0), while the other three groups were supplemented with 15 (SB15), 30 (SB30), or 45 (SB45) g per day of SB mixed into milk and/or milk replacer. Results: The SB supplementation enhanced growth and improved feed conversion into body weight gain compared with the SB0 group. No significant effect on rumen pH; concentrations of NH3-N, individual and total VFAs; or acetate: propionate (A:P) ratio was found during the whole experimental period. The serum glutathione peroxidase activity was higher in the SB30 and SB45 groups compared with the SB0 group, and the serum level of maleic dialdehyde linearly decreased as the SB supplementation amount increased during the whole experiment. Not influence of SB supplementation was observed on serum concentrations of immunoglobulin A, immunoglobulin G, or immunoglobulin M during the whole experimental period. Conclusions: Under the conditions of this study, SB supplementation improved growth performance and antioxidant ability in pre-weaned dairy calves. We recommended 45 g per day as the optimal level of SB supplementation (mixed into milk and/or milk replacer) to improve the growth and antioxidant function of dairy calves before weaning.