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 behavior of dairy calves. During the last 3 weeks of pregnancy, cattle (n = 120), within parity, were randomly assigned to 1 of 3 diets (DD) with different fat supplements, no supplemental fat (CON), supplement rich in C18:2n-6 (CSO), or supplement rich in eicosapentaenoic and docosahexaenoic acid (CFO). Eighty-four newborn Holstein calves were randomly assigned, within the prepartum diets, to one of 2 calf starter (CS) diets: no fat supplement (FC-0) or 2% Ca-Salt of unsaturated FA (FC-2). Overall, the interaction between DD and CS did not affect calf performance and other measured parameters. Plasma concentrations of IgG and apparent efficiency of IgG absorption were improved (P < 0.01) in calves born from dams fed fat (n-6 or n-3) compared with those not fed fat. Calves born from cattle fed fat prepartum had greater average daily gain (ADG) compared with calves born from cattle fed no fat supplement prepartum (597 vs. 558 g/d, P = 0.02). Calves fed the FC-2 CS had greater (P < 0.01) ADG, feed efficiency, and weaning weight compared with those fed the FC-0 CS. Prepartum supplementation with fat reduced rectal temperature (RT) during pre-weaning time, but calves fed FC-2 CS had lower (P ≤ 0.04) RT during pre- and postweaning periods. Calves in the FC-2 CS groups had fewer (P < 0.001) days with diarrhea. Time spent on eating, ruminating, standing, lying, and nonnutritive oral behavior exhibited no differences across treatments. Similarly, DD and CS did not affect ruminal fermentation parameters. Calves fed FC-2 CS had greater hip and wither heights (P = 0.01) during both pre- and postweaning periods. At 28 and 77 d of life, concentrations of plasma albumin and cholesterol (P ≤ 0.02) were increased but, urea N decreased at the same time and alkaline phosphatase was greater only at the end of the study for calves fed FC-2. The findings suggest that moderate feeding of long-chain polyunsaturated FA during the last weeks of uterine life or during the preweaning time improve growth performance, health indices, and some blood components of calves.