We aimed to evaluate the effect of dietary calcium (Ca)-octanoate supplementation on concentrations of ghrelin, growth hormone (GH), insulin-like growth factor-1 (IGF-1), and insulin in plasma and milk of beef cattle during late gestation and early postpartum. Twelve Japanese Black cattle were offered concentrate without (CON, n = 6) or with Ca-octanoate supplementation at 1.5% of dietary dry matter (OCT, n = 6). Blood samples were collected at −60, −30, and −7 d relative to the expected parturition date and daily from d 0 to 3 after parturition. Milk samples were collected daily postpartum. Compared to the CON group, concentrations of acylated ghrelin increased in plasma as parturition approached in the OCT group (P = 0.02). However, concentrations of GH, IGF-1, and insulin in plasma and milk were not affected by treatment groups throughout the study. Additionally, we showed for the first time that bovine colostrum and transition milk contain acylated ghrelin at a significantly higher concentration than plasma (P = 0.01). Interestingly, concentrations of acylated ghrelin in milk were negatively correlated with those in plasma postpartum (r = −0.50, P < 0.01). Feeding Ca-octanoate increased concentrations of total cholesterol (T-cho) in plasma and milk (P < 0.05), tended to increase those of glucose in plasma at postpartum and milk (P < 0.1). We conclude that feeding Ca-octanoate in late gestation and early postpartum may contribute to increased concentrations of glucose and T-cho in plasma and milk without affecting concentrations of ghrelin, GH, IGF-1, and insulin in plasma and milk.