During neonatal life, challenges from breast milk and microbial flora promote immune system maturation. Immunonutrition in these stages may become an important way to increase natural defence systems. The aim of this study was to determine the effect of a daily bovine milk whey protein concentrate (WPC) supplement on the intestinal and systemic immune systems in suckling rats. The composition of intraepithelial and lamina propria lymphocytes (IEL and LPL) was analysed by flow cytometry. Systemic and intestinal humoral immune responses were determined by sera Ig levels and Ig-secreting cell quantification by ELISA and ELISPOT, respectively. From birth, suckling Wistar rats were supplemented with WPC or standard infant formula (SIF). The WPC group showed the same proportion of most of the main mucosal cell subsets as the reference animals. However, in the first days of life WPC enhanced the innate immunity by increasing the NK cell proportion in both epithelial and lamina propria (LP) compartments. A rise in intestinal CD8αα+ IEL was also induced by WPC supplementation. A time-course of sera Ig levels and spontaneous IgA, IgM and IgG production by LPL and mononuclear cells from blood and spleen, in the WPC group, exhibited a similar pattern to those pups fed only by dam's milk. In summary, the present results show the effects of WPC on enhancing mucosal innate immunity during early life.