Twice-daily milking is the most common milking regimen used globally. A reduction in milking frequency to once daily, combined with a reduced feed allowance (FA), could reduce the physiological stress associated with the transition to peak milk production, and hence improve immune function. This study investigated how milking frequency and FA affect dairy cow immune status. Cows (n = 48) were milked once a day (OAD) or twice a day (TAD) on 1 of 2 FA: high (HFA) or low (LFA), in a 2 × 2 factorial arrangement of treatments. After the mean calving date of March 11, HFA cows were offered ad libitum grass silage and 7 kg of concentrates/cow per day until March 22, then 4 kg of concentrates/cow per day until April 17, and thereafter allocated 31.3 kg of dry matter (DM) grass/cow per day. The LFA cows were offered 4 kg of concentrates/cow per day, 1 kg of concentrates/cow per day, and allocated 19 kg of DM grass/cow per day for the same respective periods. Milk yield was recorded daily and body condition score weekly, and somatic cell count was performed at approximately 2-wk intervals. Blood samples were collected prepartum (d -7 to -1) and at d 1 to 7, d 14 to 21, and d 42 to 49 postpartum. Total and differential leukocyte percentage, IFN-γ production in response to concanavalin A and phytohemagglutinin, and cortisol, haptoglobin (Hp), and serum amyloid A (SAA) concentrations were evaluated. Cows milked OAD had reduced milk yield and body reserve mobilization, but higher somatic cell counts. Milking frequency and diet had no effect on total leukocyte counts. Cows milked OAD had a higher lymphocyte percentage and lower monocyte percentage, and tended to have a lower neutrophil percentage than cows milked TAD. In addition, the LFA cows had a higher eosinophil percentage than cows fed the HFA. Milking frequency and diet had no effect on IFN-γ, Hp, SAA, or cortisol production. Utilization of strategies to reduce milk yield at the beginning of the lactation could not only reduce body reserve mobilization, but also help to maintain a functioning immune system, and thus improve cow welfare.