Seventy-eight Cotswold piglets weaned from sows receiving 0% or 2% conjugated linoleic acid (CLA)-supplemented rations from day 85 of gestation through lactation were allocated to nursery diets (ND) according to their dam’s lactation ration (LR) as follows (1) 0%-0% (0% CLA LR: 0% CLA ND, n = 17); (2) 0%-2% (0% CLA LR: 2% CLA ND, n = 17); (3) 2%-0% (2% CLA LR: 0% CLA ND, n = 23); and (4) 2%-2% (2% CLA LR: 2% CLA ND, n = 21). At 28 ± 2 days of age all piglets received an oral Escherichia coli K88+ (enterotoxigenic Escherichia coli, ETEC) challenge and were subsequently monitored for scour development and overall health until 36 ± 2 days of age, after which blood and tissue samples were collected. Piglet BW was not affected by dietary CLA supplementation to LR (P > 0.05). However, by day 36 piglets receiving 2% CLA-supplemented ND were significantly lighter (P < 0.05) than piglets receiving control diets. Average daily gain and feed efficiency were not affected by CLA supplementation. Average daily feed intake (ADFI) was greater for piglets weaned from 2% CLA-supplemented sows from day 17 to 28 (P < 0.05), otherwise ADFI was unaffected by dietary CLA supplementation (P > 0.05). The development of scours was less severe in piglets weaned from 2% CLA-supplemented sows at 8, 24, 48 and 56 h after ETEC challenge (P < 0.05). Intestinal coliform and lactic acid bacteria populations post challenge were not affected by CLA supplementation. However, cecal ammonia-N was numerically greatest in 0%-0% piglets compared to the other treatment groups, and the total volatile fatty acid production was numerically lower in 0%-0% and 0%-2% piglets compared to 2%-0% and 2%-2% piglets. In addition, piglets weaned from 2% CLA-supplemented sows had increased serum immunoglobulin A (P < 0.001) and G (P < 0.05) levels and reduced (P < 0.05) intestinal mucosal inflammation compared to piglets weaned from control sows. Although there were no obvious additional health effects observed when CLA was provided in ND, supplementing sow rations with 2% CLA from mid-gestation through weaning appears to have immune-stimulating carry-over effects post weaning. Thus, supplementing sow rations with CLA may be a practical strategy for enhancing passive immune transfer and improving the immune status and overall gut health of nursery piglets.