Health, inflammatory, and stress indices as well as feeding behavior around weaning were measured for Holstein female calves fed intensified milk or conventionally during the pre-weaning period. Calves (n ꞊ 48) were randomly assigned to one of two experimental treatments including a conventional (CF) or an intensified feeding (IF) groups. In CF group, calves (n ꞊ 24) received 0.52 kg of dry matter (DM) per day from pasteurized whole milk (23.00% crude protein (CP) and 27.00% fat) until day 50 of age. In IF group, calves (n = 24) fed 0.97 kg of DM per day on average for the first three weeks, and then, milk allowance decreased gradually to reach 0.52 kg DM per day and continued until day 50. All calves were gradually weaned from day 51 to 56. Blood samples were taken on days 14, 28, and 57 at 06:30 AM for serum amyloid A (SAA), cortisol, alanine aminotransferase (ALT), and iron analyses. Conventionally fed calves had more days with fever during the pre-weaning period. Blood SAA and cortisol levels were higher in CF calves on day 14. However, SAA levels were higher for IF calves on day 57. Intensified milk-fed calves spent more time for standing than CF calves. A trend to be significant was observed for non-nutritive oral behavior in IF calves. In summary, dairy calf health can be improved by intensified milk feeding during the pre-weaning period; however, this method has the potential to reduce calves welfare around weaning transition.