Dairy calves are unable to mount an effective immune response during their first weeks of life, which contributes to increased disease susceptibility during this period. Oxidative stress (OS) diminishes the immune cell capabilities of humans and adult cows, and dairy calves also experience OS during their first month of life. However, the impact that OS may have on neonatal calf immunity remains unexplored. Thus, we aimed to evaluate the impact of OS on newborn calf lymphocyte functions. For this, we conducted two experiments. First, we assessed the association of OS status throughout the first month of age and the circulating concentrations of the cytokines interferon-gamma (IFN-γ) and interleukin (IL) 4, as well as the expression of cytokine-encoding genes IFNG, IL2, IL4, and IL10 in peripheral mononuclear blood cells (PBMCs) of 12 calves. Subsequently, we isolated PBMCs from another 6 neonatal calves to investigate in vitro the effect of OS on immune responses in terms of activation of lymphocytes, cytokine expression, and antibody production following stimulation with phorbol 12-myristate 13-acetate or bovine herpesvirus-1. The results were compared statistically through mixed models. Calves exposed to high OS status in their first month of age showed higher concentrations of IL-4 and expression of IL4 and IL10 and lower concentrations of IFN-γ and expression of IFNG and IL2 than calves exposed to lower OS. In vitro, OS reduced lymphocyte activation, production of antibodies, and protein and gene expression of key cytokines. Collectively, our results demonstrate that OS can compromise some immune responses of newborn calves. Hence, further studies are needed to explore the mechanisms of how OS affects the different lymphocyte subsets and the potential of ameliorating OS in newborn calves as a strategy to augment the functional capacity of calf immune cells, as well as enhance calves’ resistance to infections.