To evaluate the effect of feeding thermally-oxidized lipids on metabolic oxidative status, gut barrier function, and immune response of young pigs, 108 barrows (6.67 ± 0.03 kg BW) were assigned to 12 dietary treatments in a 4 × 3 factorial arrangement in addition to a corn-soybean meal control diet. Main effects were 4 lipid sources [corn oil (CN), canola oil (CA), poultry fat (PF), and tallow (TL)] and 3 oxidation levels [original lipids (OL), slow oxidation (SO) of lipids heated for 72 h at 95°C, or rapid oxidation (RO) of lipids heated for 7 h at 185°C]. Pigs were provided ad libitum access to diets for 28 d, followed by controlled feed intake for 10 d. After a 24-h fast on d 38, serum was collected and analyzed for α-tocopherol (α-T), thiobarbituric acid reactive substances (TBARS), endotoxin, haptoglobin, IgA, and IgG. On the same day following serum collection, lactulose and mannitol were fed and subsequently measured in the urine to evaluate gut permeability. There was a source × peroxidation interaction for serum α-T concentration where pigs fed SO or RO had decreased (P < 0.05) serum α-T concentration compared with pigs fed OL in CA and CN diets, but not in pigs fed PF and TL diets. There was no source × peroxidation interaction for serum TBARS, but among all lipid sources, pigs fed SO or RO lipids had increased (P < 0.05) serum TBARS compared with pigs fed OL. In addition, pigs fed CN or CA had greater (P < 0.05) serum TBARS compared with pigs fed PF or TL diets. There was no lipid source × peroxidation level interaction, or lipid source or peroxidation level effects on serum endotoxin, haptoglobin, IgA, or IgG. Pigs fed lipid supplemented diets tended to have increased serum endotoxin (P = 0.06), IgA (P = 0.10), and IgG (P = 0.09) compared with pigs fed the control diet. There was no lipid source × peroxidation level interaction or lipid source or peroxidation level effects on urinary TBARS and lactulose to mannitol ratio. Compared with pigs fed the control diet, pigs fed diets containing lipids had a lower lactulose to mannitol ratio (P < 0.01). In conclusion, feeding weaning pigs diets containing 10% thermally-oxidized lipids for 38 d, especially vegetable oils containing greater concentrations of PUFA, appeared to impair oxidative status, but had little influence on gut barrier function or serum immunity parameters.