Cryptosporidium parvum (C. parvum) infection is one of the main causes of diarrhea in calves. The current study assessed the role of blood biomarkers (acute-phase proteins (APPs), procalcitonin, neopterin, cytokines, and oxidative stress in the pathogenesis, diagnosis, and prognosis of calves naturally infected with C. parvum. Fifty-seven calves, aged from 10 to 45 days, were detected positive for C. parvum and were allotted into the diseased group; twenty healthy calves were selected as a control group. Serum amyloid A, haptoglobin, cytokines, neopterin, procalcitonin, and stress biomarkers were tested in the diseased and healthy groups. The serum levels of APPs, cytokines, neopterin, procalcitonin, and malondialdehyde increased, whereas antioxidant levels were significantly decreased in diseased calves compared to the healthy group. Moreover, all examined biomarkers were significantly altered towards normal values in infected calves following different treatment protocols. All biomarkers examined were highly effective in discriminating between C. parvum-infected calves and healthy individuals. Furthermore, the area under the curve (AUC) showed that all tested parameters had a higher degree of prognostic accuracy in predicting the treatment response of calves naturally infected with C. parvum. Our data suggest the usefulness of the examined biomarkers in the immune pathogenesis of the C. parvum infection in calves, contributing to diagnosis and treatment efficacy.