Data collected from an experimental Holstein-Friesian research herd were used to determine genetic and phenotypic parameters of innate and adaptive cellular immune-associated traits. Relationships between immune-associated traits and production, health, and fertility traits were also investigated. Repeated blood leukocyte records were analyzed in 546 cows for 9 cellular immune-associated traits, including percent T cell subsets, B cells, NK cells, and granulocytes. Variance components were estimated by univariate analysis. Heritability estimates were obtained for all 9 traits, the highest of which were observed in the T cell subsets percent CD4+, percent CD8+, CD4+:CD8+ ratio, and percent NKp46+ cells (0.46, 0.41, 0.43 and 0.42, respectively), with between-individual variation accounting for 59 to 81% of total phenotypic variance. Associations between immune-associated traits and production, health, and fertility traits were investigated with bivariate analyses. Strong genetic correlations were observed between percent NKp46+ and stillbirth rate (0.61), and lameness episodes and percent CD8+ (-0.51). Regarding production traits, the strongest relationships were between CD4+:CD8+ ratio and weight phenotypes (-0.52 for live weight; -0.51 for empty body weight). Associations between feed conversion traits and immune-associated traits were also observed. Our results provide evidence that cellular immune-associated traits are heritable and repeatable, and the noticeable variation between animals would permit selection for altered trait values, particularly in the case of the T cell subsets. The associations we observed between immune-associated, health, fertility, and production traits suggest that genetic selection for cellular immune-associated traits could provide a useful tool in improving animal health, fitness, and fertility.