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Gamma interferon (IFN-γ) production and cross-breed pregnancy have been attributed a role in protecting dairy cows infected with Neospora caninum against abortion. Plasma levels of pregnancy-associated glycoproteins-1 (PAG-1) are a marker of placental/foetal well-being and of PAG-2 is an abortion risk indicator in chronically N. caninum-infected animals. The present study examines, in cross-breed pregnancies, interactions between IFN-γ production and levels of PAG-1 and PAG-2 in non-aborting naturally Neospora-infected dairy cows. Data were obtained from 60 pregnant Holstein-Friesian cows: 44 Neospora-seropositive and 16 Neospora-seronegative; 12 became pregnant using Holstein-Friesian semen and 48 using Limousin semen. Blood samples were collected on Days 40, 90, 120, 150, 180 and 210 of gestation. Gamma interferon was only detected in the plasma of nine of the 44 Neospora-seropositive cows, all of them became pregnant using Limousin semen. Through GLM procedures, in cows inseminated with Limousin semen and Neospora-seropositive cows showing no IFN-γ production, PAG-1 concentrations were high and increased throughout gestation compared to the levels detected in cows inseminated with Holstein-Friesian semen and Neospora-seropositive cows producing IFN-γ, respectively. In Neospora-seronegative cows and in Neospora-seropositive cows showing no IFN-γ production, significantly increased PAG-2 concentrations were observed on gestation Day 120. Our findings indicate that IFN-γ production correlates negatively and the production of antibodies against N. caninum is uncorrelated with plasma PAG concentrations during gestation in Neospora-infected dairy cows. Accordingly, IFN-γ production could be linked to the transplacental migration of tachyzoites, which may cause a reduction in PAG levels.