Mycoplasma bovis is known to be a cause of chronic pneumonia in cattle. To date, the disease pathomechanism has not been fully elucidated. Leukocytes play a key role in host antimicrobial defense mechanisms. Many in vitro studies of the effect of Mycoplasma bovis (M. bovis) on leukocytes have been performed, but it is difficult to apply these results to in vivo conditions. Additionally, only a few studies on a local immune response in M. bovis pneumonia have been undertaken. In this study, the experimental calf-infection model was used to determine the effect of field M. bovis strains on changes of the peripheral blood leukocyte response, including phagocytic activity and oxygen metabolism by cytometry analyses. An additional aim was to evaluate the lung local immunity of the experimentally infected calves using immunohistochemical staining. The general stimulation of phagocytic and killing activity of peripheral blood leukocytes in response to the M. bovis infection points to upregulation of cellular antimicrobial mechanisms. The local immune response in the infected lungs was characterized by the T- and B-cell stimulation, however, most seen in the increased T lymphocyte response. Post-infection, strong expression of the antigen-presenting cells and phagocytes also confirmed the activation of lung local immunity. In this study—despite the stimulation—both the peripheral and local cellular antimicrobial mechanisms seem to appear ineffective in eliminating M. bovis from the host and preventing the specific lung lesions, indicating an ability of the pathogen to avoid the host immune response in the M. bovis pneumonia.