Abstract Essential fatty acids (EFA) and conjugated linoleic acids (CLA) are unsaturated fatty acids with immune-modulatory effects, yet their synergistic effect is poorly understood in dairy cows. This study aimed at identifying differentially abundant proteins (DAP) and their associated pathways in dairy cows supplied with a combination of EFA and CLA during the transition from antepartum (AP) to early postpartum (PP). Sixteen Holstein cows were abomasally infused with coconut oil as a control (CTRL) or a mixture of EFA (linseed + safflower oil) and CLA (Lutalin, BASF) (EFA + CLA) from − 63 to + 63 days relative to parturition. Label-free quantitative proteomics was performed on plasma samples collected at days − 21, + 1, + 28, and + 63. During the transition time, DAP, consisting of a cluster of apolipoproteins (APO), including APOE, APOH, and APOB, along with a cluster of immune-related proteins, were related to complement and coagulation cascades, inflammatory response, and cholesterol metabolism. In response to EFA + CLA, specific APO comprising APOC3, APOA1, APOA4, and APOC4 were increased in a time-dependent manner; they were linked to triglyceride-enriched lipoprotein metabolisms and immune function. Altogether, these results provide new insights into metabolic and immune adaptation and crosstalk between them in transition dairy cows divergent in EFA + CLA status.