Oxidative stress and inflammation, as natural parts of metabolic adaptations during the transition from late gestation to early lactation, are critical indicators of dairy cows' metabolic health. This study was designed to investigate the effects of abomasal infusion of essential fatty acids (EFA), particularly α-linolenic acid, and conjugated linoleic acid (CLA) on plasma, erythrocyte, and liver markers of oxidative stress in dairy cows during the transition period. Rumen-cannulated German Holstein cows (n = 38) in their second lactation (11,101 ± 1,118 kg milk/305 d, mean ± standard deviation) were abomasally infused with one of the following treatments from d -63 antepartum until d 63 postpartum (PP): CTRL (n = 9; 76 g/d coconut oil); EFA (n = 9; 78 g/d linseed plus 4 g/d safflower oil); CLA (n = 10; isomers cis-9,trans-11 and trans-10,cis-12 CLA; 38 g/d); and EFA+CLA (n = 10; 120 g/d). Hematological parameters as well as markers of oxidative status were measured in plasma, erythrocytes, and liver before and after calving. Immunohematological parameters, including erythrocyte number, hematocrit, hemoglobin, mean corpuscular hemoglobin, leukocytes, and basophils, were affected by time, and their peak levels were observed on the day after calving. The oxidative stress markers glutathione peroxidase 1 and reactive oxygen metabolites in plasma and erythrocytes were both affected by time, exhibiting the highest levels on d 1 PP, whereas β-carotene, retinol, and tocopherol were at their lowest levels at the same time. Immunohematological parameters were only marginally affected by fatty acid treatment in a time-dependent manner. As such, lymphocyte and atypical lymphocyte counts were both significantly highest in the groups that received EFA at d 1 PP. Moreover, EFA supplementation increased the mean corpuscular volume and showed a trend for induction of mean corpuscular hemoglobin compared with the CLA group during the transition period. The PP mean thrombocyte volume was higher in the EFA than in the CLA group (except for d 28) and both EFA and CLA reduced number of thrombocytes and thrombocrit at distinct time points. Hepatic mRNA abundance of markers related to oxidative status, including glutathione peroxidase (GPX-1) and catalase (CAT), was lower (P < 0.05) in EFA-treated than non-EFA-treated cows at d 28 PP. Dairy cows at the onset of lactation were characterized by induced markers of both oxidative stress and inflammation. Supplementing EFA and CLA had minor and time-dependent effects on markers of oxidative stress in plasma, erythrocytes, and liver. A comparison of EFA supplementation with CLA or CTRL showed higher immunohematological response at d 1 PP and lower hepatic antioxidant levels by d 28 PP. Supplementation with EFA+CLA had only a minor effect on oxidative markers, which were more similar to those with the EFA treatment. Altogether, despite the time-dependent differences, the current findings show only minor effects of EFA and CLA supplementation in the prevention of early lactation-induced oxidative stress.