Pneumonia is a major issue that affects calves' health and performance and causes numerous losses despite treatment. Investigating genetic and molecular differences, as well as immunological and antioxidant responses, in calves at risk for pneumonia was the aim of this study. A total of 225 calves were studied, including 180 Holstein calves with respiratory signs and 45 calves that were apparently healthy. Blood samples were collected for CBC, RNA extractions, and immunological and antioxidant analysis. In contrast to the control group, the pneumonic one showed a considerable (p < 0.05) increase in the expression levels of cytokines and antioxidant genes IL1α, IL-1β, IL-6, IFN-γ, TNF-α, and NOX4. In contrast, the values of IL10, PRDX6, ATG7, and NDUFS6 were in the opposite range. The pneumonic and healthy calves were found to differ in the nucleotide sequences of the genes under analysis. In pneumonic calves, a substantial (p ˂0.05) reduction was detected in RBCs, Hb count, PCV%, and lymphocytes count, and a notable (p ˂ 0.05) increase in WBCs and neutrophil count was correlated with healthy control calves. The findings of the serum profile showed that there was a meaningful (p ˂ 0.05) rise in the serum values of IL-1α, IL-1β, IL-6, TNF-α, IFN-γ, and MDA, with significant reductions in the SOD, GSH, TAC, and IL-10 in the pneumonic compared to the healthy calves. Our results provide valuable information about the nucleotide sequence, gene expression, and serum profile differences of putative indicators for pneumonia in calves. This could be applied in monitoring calves' pneumonia through the discriminate breeding of naturally resistant animals.