Holstein cattle are the main breed of dairy cattle in China. However, given the high degree of purebred selection of Holstein cattle, Chinese dairy cattle are increasingly being characterized by poor disease resistance, poor quality, and declining fertility. In this study, using Montbéliard × Holstein cattle as females and Montbéliard bulls as males for backcross breeding, we sought to provide a reference for improving the quality and performance of Holstein cattle and enhancing the efficiency of dairy farming. On the basis of similar physiological status and age, we selected 24 Montbéliard and Holstein backcross heifers and 11 Holstein heifers fed the same formula for comparative analyses. Plasma samples collected for plasma biochemical index analyses revealed that the content of ALB and BUN in the Montbéliard and Holstein backcross heifers was 20.83% (31.62 g/L to 26.17 g/L) and 42.36% (6.89 mmol/L to 4.84 mmol/L) higher than in the Holsteins (p < 0.01). The ALB/GLB (0.90 to 0.60, p < 0.05) was significantly higher in Montbéliard and Holstein backcross heifers than in Holstein heifers. Similarly, the activity of CAT in the backcross heifers was 61.28% (4.29 U/mL to 2.66 U/mL) higher than that in the Holstein heifers (p < 0.05). Although the activity of GSH-Px in the backcross heifers also showed an increasing trend, the difference did not reach the level of statistical significance (p = 0.052). Compared with Holstein heifers, the concentrations of IgA, IgG, and IL-4 were elevated by 32.52% (24.90 μg/mL to 18.79 μg/mL, p < 0.01), 13.46% (234.32 μg/mL to 206.53 μg/mL, p < 0.01), and 14.59% (306.27 pg/mL to 267.28 pg/mL, p < 0.05), and the contents of IL-6 and TNF-α were decreased by 15.92% (215.71 pg/mL to 256.55 pg/mL, p < 0.01) and 32.17% (7.17 ng/mL to 10.57 ng/mL, p < 0.01) in the plasma of Montbéliard and Holstein backcross heifers. Among the experimental heifers, five animals from each of the two groups were selected for plasma metabolomic analysis based on untargeted liquid chromatography-mass spectrometry. A comparison of the differential metabolites between the two heifer breeds revealed an up-regulation of d-glucuronic acid, s-glutathionyl-l-cysteine, and oleic acid levels in the backcross cattle compared with those in the Holstein heifers. We speculate that changes in the levels of these metabolites may be associated with an enhancement of the anti-inflammatory, antioxidant, and immune systems in these backcross heifers. Collectively, our findings in this study indicate that compared with 12-month-old purebred Holstein heifers, Montbéliard and Holstein backcross heifers of the same age are characterized by higher antioxidant capacity and immunity.