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Dairy cows at dry-off undergo several management and physiological changes, resulting in alterations in plasma biomarkers of inflammation, oxidative stress, and immune system. High milk yield at the end of lactation exacerbates these responses. The underlying mechanism of these changes has yet to be elucidated. We hypothesized altered leukocyte gene expression after dry-off and different responses in cows with different milk yield. Thirteen Holstein dairy cows were sampled at the turn of dry-off to investigated whole blood leukocyte gene expression and were grouped according to the average milk yield during the last week of lactation: low (< 15 kg/d) and high milk yield (> 15 kg/d). Blood samples were collected in PAXgene tubes (Preanalytix, Hombrechtikon, Switzerland) at -7, 7, and 34 days from dry-off (DFD) to measure mRNA abundance of 37 genes. Normalized gene abundance data were subjected to MIXED model ANOVA (SAS Institute Inc., Cary, NC). Compared with -7 DFD, at 7 DFD RNA abundance of lipoxygenase genes (ALOX5, ALOX15) and myeloperoxidase (MPO) increased, and that of the antioxidant gene (SOD2) decreased. Meanwhile, genes related to recognition and immune mediation (CD16, MYD88, TLR2), migration and cell adhesion (CX3CR1, ITGAL, ITGB2, TLN1), and the antimicrobial gene MMP9 were downregulated at 7 or 34 DFD, whereas the antimicrobial IDO1 gene was upregulated. Compared with low-producing cows, cows with high milk yield at dry-off cows had upregulated expression of the pro-inflammatory cytokines IL8 and IL18 and a greater reduction in transcript abundance of the toll-like receptor (TLR) recognition-related gene TLR2. Overall, the dry-off confirmed to be a phase of intense changes, triggering an inflammatory response and somewhat suppressing leukocyte immune function. In cows with high milk yield during the week before dry-off, the inflammatory response was exacerbated.