The study was conducted to evaluate the effects of spray-dried plasma (SDP) supplementation during late gestation and lactation on productive performance and immune responses of sows and their litters. Twelve sows (227.78 ± 2.16 kg average body weight; 2.0 average parity) were randomly allotted to two dietary treatments: a basal diet (CON) and the basal diet supplemented with 1% SDP. Sows were fed experimental diets from d 30 before farrowing to weaning of their piglets. Blood samples were collected from sows on d 1, 3, and 7 of lactation and from two randomly selected nursing pigs per litter on d 3 and 7 after birth, and d 1, 3, and 7 after weaning. Productive performance and immune responses of sows and their piglets were measured. There was a trend of less body weight loss in sows supplemented with SDP (p < 0.10) during the lactation period and a trend of greater (p < 0.10) average daily gain in SDP piglets compared to those in the CON group. Sows in the SDP group tended to have lower (p < 0.10) serum concentrations of tumor necrosis factor-α (TNF-α), transforming growth factor-β1 (TGF-β1), and cortisol on d 3 and lower serum concentration of TNF-α on d 7 compared with sows in CON group. In comparison with CON piglets, piglets from SDP sows tended to have lower (p < 0.10) serum concentrations of TNF-α, TGF-β1, and cortisol on d 7 after birth, lower (p < 0.10) serum TNF-α and C-reactive protein on d 3 and 7 after weaning, and greater (p < 0.10) average daily gain after weaning. Moreover, weaned pigs from sows fed SDP had significantly lower (p < 0.05) serum concentrations of cortisol and TGF-β1 on d 3 and 7 postweaning, respectively, than CON piglets. In conclusion, SDP supplementation in sow diets from late gestation to weaning improved the productive performance of sows and their offspring; the beneficial effects of SDP may be mediated in part through modulation of immune responses of both sows and piglets.