This paper reports the results of a study that aimed to assess whether liver functionality defined by liver activity index (LAI) is associated with inflammatory and immune parameters in blood and milk. LAI is an index including the average blood levels of albumin, lipoproteins and retinol-binding protein measured three times in the first month of lactation (at 5, 15 and 30 days in milk). The aim was to assess the relationship of this index with blood and udder immune and inflammatory status as a means of identifying as early as possible cows at risk of disease. The research was carried out using 10 multiparous Italian-Friesian dairy cows of average genetic merit. Cows were retrospectively ranked in three groups according the LAI level. Blood samplings were performed at different intervals before and after calving; quarter milk samples were taken only after calving with the same schedule as blood samples. Leucocytes, oxidative burst, blood lysozyme and N-acetyl-β-d-glucosaminidase (NAGase) curves showed large overlapping among the three LAI group curves during the follow-up period. Four blood (complement, sialic acid, haptoglobin and reactive oxygen metabolites) and three milk (somatic cell count, lysozyme and NAGase) parameters showed larger and more consistent differences among LAI groups. Complement showed higher values and sialic acid showed lower values in high LAI group when compared with the other two LAI groups. Two other markers of inflammatory status (haptoglobin and reactive oxygen metabolites) showed the lowest values in high LAI cows. A consistent and significant reduction of milk NAGase and milk lysozyme in high LAI group was observed. The results suggest that cows with the highest liver functionality index have also the highest levels of some immune markers and the lowest levels for inflammatory markers at blood (already before calving) and mammary levels. Finally, cows with low LAI index, being more susceptible to metabolic and infectious diseases, should be carefully monitored to identify as early as possible the development of a disease.