A negative dietary cation-anion difference (DCAD) dry cow diet has been used to reduce the risk of clinical and subclinical hypocalcemia (SCH). Innate immune system functions, phagocytosis (P) and oxidative burst (OB) activities of neutrophils (N) and monocytes (M), are believed to be influenced by Ca, which may contribute to immune dysfunction in freshening cows with SCH. The objective of this study was to determine the effects of 3 close-up dry cow dietary strategies on the innate immune system of multiparous Holstein dairy cows (n = 81) during the transition period, blocked by parity and calving date. Cows were assigned to 1 of 3 treatments during the close-up dry period (−28 d to calving): 1) a positive DCAD diet (+6 mEq/100 g DM) with low dietary Ca (0.4% DM; CON); 2) a negative DCAD diet (−24 mEq/100 g DM) with low dietary Ca (0.4% DM; LOW); or 3) a negative DCAD diet (−24 mEq/100 g DM) with high dietary Ca (2.0% DM; HIGH). Ionized Ca (iCa) was measured within 1 h (± 1 h) of calving and 1, 2, and 4 d postpartum. Antibodies were used to tag N, M, and the E. coli challenge in whole blood samples for flow cytometry analysis. Blood collected at −10 d (± 3 d) before calving and d 5 and 14 (± 1 d) postpartum were evaluated for PN, PM, OBN, and OBM. The changes in the measured innate immune factors were calculated as the difference between the prepartum sample and the d 5 and 14 samples. The MIXED procedure in SAS was used to contrast: 1) CON vs the average of LOW and HIGH; and 2) LOW vs HIGH. Cows fed LOW or HIGH had greater iCa concentrations than those fed CON, both at calving and 24 h after calving (P < 0.01). There were no differences among treatments in changes of PN, PM, or OBM, at either d 5 or 14 (P > 0.10). Cows fed LOW tended to have greater OBN at 5 DIM compared with cows fed HIGH (P = 0.05), which may indicate a greater immediate reaction to challenges faced at calving. While DCAD level affected iCa concentrations at 24 h postpartum, there was no difference in immune measurements among treatments, indicating no effect on these aspects of the innate immune system.