This study was conducted to investigate the effects of supplementation of different fat sources in calf starters on growth performance, health, blood fatty acid profiles, and inflammatory markers during the cold season in dairy calves. A total of 48 Holstein calves (24 males and 24 females) were randomly assigned to 1 of 4 starter diets throughout the experiment (d 3 to 65): (1) no supplemented fat (CON), (2) 3% calcium-salts of soybean oil (Ca-SBO), (3) 3% calcium-salts of fish oil (Ca–FO), and (4) 3% mixture of Ca-SBO and Ca–FO (1.5% each, DM basis; MIX). Calves were given free access to starter feed and water and were raised individually in pens from 3 to 65 d of age. Calves fed Ca-SBO consumed a greater proportion of n-6 FA, while calves fed Ca–FO consumed a greater level of n-3 FA compared to the other dietary treatments. Fat supplementation increased the intake of linoleic acid, the major n-6 FA, with the greater intake observed in the Ca-SBO group compared to the other dietary treatments. Calves fed the Ca–FO and MIX diets consumed more long-chain n-3 FA than the other diets. In addition, calves fed Ca-SBO and Ca–FO diets consumed more starter feed and total dry matter than calves fed MIX and CON throughout the experiment (d 3 to 65). Calves fed Ca–FO had higher average daily gain throughout the trial (d 3 to 65) than the other treatment groups. Of all treatment groups, calves fed Ca–FO achieved the highest final body weight and showed the greatest feed efficiency. Random forest analysis revealed that eicosapentaenoic acid (EPA), docosahexaenoic acid (DHA), and arachidonic acid were the serum levels of FA most affected by the diets. The principal component analysis of blood FA profile, blood parameters, and inflammatory markers showed distinct differences between dietary treatments. Calves fed Ca-SBO had higher plasma concentrations of linoleic acid, while calves fed Ca–FO had higher plasma concentrations of long-chain n-3 polyunsaturated fatty acids (PUFA), such as EPA, docosapentaenoic acid (DPA), and DHA than the other treatment groups. Plasma inflammatory markers were lower in calves fed Ca–FO and higher in calves fed CON than in the other treatment groups. The Ca–FO group had lower levels of inflammatory markers, including serum amyloid A, tumor necrosis factor-alpha, Interferon-γ, haptoglobin, and interleukin-6 compared to the other experimental treatments. Also, the blood malondialdehyde levels, an indicator of oxidative stress, were lower in calves fed Ca–FO compared with calves fed the other treatment diets. In conclusion, the performance of preweaned dairy calves can be improved by adding fat to their starter feed under cold conditions. Overall, the type of fat in milk may affect growth and inflammation of dairy calves before weaning under cold conditions, with n-3 FA (Ca–FO) promoting growth and reducing inflammation more effectively than n-6 FA (Ca-SBO).