This experiment was conducted to evaluate the effects of dietary conjugated linoleic acid (CLA) supplementation during late gestation on reproductive performance, colostrum yield, colostral fatty acid composition, and immunoglobulin G (IgG) concentrations in primiparous sows. Twenty-four primiparous Landrace × Large White pregnant sows were randomly selected and assigned to four dietary treatments: 0% (control), 0.75%, 1.50%, and 2.25% CLA supplementation from day 85 of gestation to parturition. During lactation, all sows were fed the same commercial diet. The preweaning mortality of suckling piglets born to dams fed supplemental CLA did decrease linearly (P = 0.01) during lactation. Administration of CLA during gestation increased linearly (P < 0.01) total saturated fatty acids and decreased linearly (P < 0.01) monounsaturated fatty acids and polyunsaturated fatty acids in colostrum. The concentrations of CLA isomers were higher (P < 0.01) in colostrum from primiparous sows fed CLA diets than in the control group. Feeding CLA increased (P < 0.05) colostral IgG concentrations, as well as that in the serum of neonatal piglets. In conclusion, 2.25% CLA supplementation in the diet of primiparous sows during late gestation could improve the passive immunity through colostral IgG and the survival of suckling piglets.