The objective of this study was to investigate the impact of feeding a commercial direct-fed microbial on primiparous and multiparous cows in the calving transition period. Primiparous (n = 22) and multiparous (n = 19) cows were fed a close-up TMR before calving and a lactation TMR after calving. Three weeks before expected calving, all animals were blocked to balance parity and body weight, then assigned to control group (CTRL; n = 21) or a direct fed microbial (DFM; n = 20). The DFM animals received a top-dressed DFM fed daily at 12.5 g per head. Weekly, DMI and milk production were measured. Data were analyzed using treatment as a fixed effect, block and parity as random effects, and week as a repeated measure. Pre-planned contrasts compared treatments weeks −3, 1, 5, and 9. Between primiparous and multiparous cows, there was no difference in DMI (29.2 ± 2.15 vs. 33.9 ± 2.32 kg/d, respectively, P = 0.13), but milk production was higher in multiparous cows (30.4 ± 1.18 vs. 41.2 ± 1.31 kg/d, respectively, P < 0.01). There was no difference in DMI between CTRL and DFM in week −3 (19.9 ± 2.01 vs. 18.7 ± 1.89 kg/d, P = 0.64), wk 1 (29.9 ± 1.71 vs. 30.8 ± 1.56 kg/d, P = 0.64), wk 5 (42.8 ± 1.72 vs. 43.7 ± 1.58 kg/d, P = 0.65), or wk 9 (44.0 ± 2.30 vs. 40.5 ± 2.33 kg/d, P = 0.23). There was no difference in milk production between CTRL and DFM in wk 1 (30.7 ± 1.43 vs. 31.5 ± 1.47 kg/d, P = 0.68), wk 5 (37.3 ± 1.40 vs. 39.4 ± 1.41 kg/d, P = 0.27), and wk 9 (39.2 ± 1.78 vs. 39.1 ± 1.87 kg/d, P = 0.97). Milk efficiency between CTRL and DFM tended to be higher for DFM in wk 1 (1.07 ± 0.09 vs. 1.20 ± 0.09 kg/kg, P = 0.09), but not wk 5 (0.93 ± 0.09 vs. 0.97 ± 0.09 kg/kg, P = 0.60), and wk 9 (1.01 ± 0.12 vs. 1.01 ± 0.11 kg/kg, P = 0.99). Supplementation of close-up TMR and early lactation rations did not affect DMI or milk production but tends to improve milk efficiency in the first week of lactation.