Mycobacterium bovis, the causative agent of bovine tuberculosis (bTB), is a globally prevalent pathogen with significant animal welfare, economic and public health impacts. In the UK, the control of bTB relies on detection via tuberculin skin tests with ancillary interferon gamma (IFN-γ) release assays, followed by culling infected animals. Vaccination with Bacille Calmette–Guérin (BCG) could be an important element of bTB control, and a number of studies have demonstrated its protective efficacy, particularly when young calves are vaccinated. Here, we compared immune responses and the protective efficacy of BCG in calves vaccinated within the first day of life and at three weeks of age. Significant protection from M. bovis infection was observed in BCG-vaccinated calves compared to non-vaccinated, age-matched controls. No significant differences were shown between calves vaccinated at one day and at three weeks of age when assessing the protective efficacy of BCG (measured as a reduction in lesions and bacterial burden). Antigen-specific IFN-γ levels were similar between the BCG-vaccinated groups, but significantly different from the non-vaccinated control animals. Antigen-specific IFN-γ expression post-BCG vaccination was correlated significantly with protection from M. bovis infection, whereas IFN-γ levels post-challenge correlated with pathology and bacterial burden. These results indicate that early-life vaccination with BCG could have a significant impact on M. bovis infection and, therefore, bTB incidence, and they demonstrate that age, at least within the first month of life, does not significantly impact the protective effect of vaccination.