The objective of this study was to evaluate the effects of supplementing essential fatty acids (FA), during late gestation and the preweaning and early weaning periods on passive immunity, growth, health, rumen fermentation parameters, blood metabolites and behaviour of dairy calves. During the last 3 weeks of pregnancy, cattle (n 120), within parity, were randomly assigned to one of three diets with different fat supplements: (a) no supplemental fat (CON), (b) supplement rich in linoleic acid (CSO), or (c) supplement rich in EPA and DHA (CFO). Eighty-four newborn Holstein calves were randomly assigned, within the prepartum diets, to one of two calf starters: no fat supplement (FC-0) or 2 % Ca-salt of unsaturated FA (FC-2). Overall, the interaction between dam diets and calf starters did not affect calf performance or any other parameter measured. Calves born from dams fed fat (CSO or CFO) performed better than calves born from dams fed CON. Namely, calves born from dams fed fat had greater plasma concentrations of IgG (P < 0·01), better apparent efficiency of IgG absorption (P < 0·01) and average daily gain (ADG, 597 v. 558 g/d; P = 0·02), and lower rectal temperature (RT; P < 0·01). Calves fed a calf starter rich in unsaturated FA (FC-2) had greater (P ≤ 0·01) ADG, skeletal growth, feed efficiency, and weaning weight compared with FC-0-fed calves. Furthermore, calves fed FC-2 had lower RT during the pre- and post-weaning periods (P ≤ 0·04) and fewer days with diarrhoea (P < 0·001) compared with calves fed CF-0. Time spent eating, ruminating, standing, lying, and on non-nutritive oral behaviour did not differ by treatment. Similarly, treatments did not affect ruminal fermentation parameters. At 28 and 77 d of age, calves fed CF-2 had higher plasma concentrations of albumin and cholesterol (P ≤ 0·02) and lower urea N compared with calves fed CF-0. Plasma concentrations of alkaline phosphatase were higher in calves fed CF-2 compared with those fed CF-0, when they were 77 d old. These findings support feeding moderate amounts of long-chain PUFA during late uterine life or during the preweaning period have beneficial effects on calf metabolism, growth, and health performance.