Bovine respiratory disease complex (BRD), a major economic concern to the beef cattle industry all over the world, is triggered by physical, biological and psychological stresses. It is becoming noticeable that the key to reducing BRD appears to be centered at reducing the response to stress. The aims of the present study were to detect individual variations in the stress response of newly received young calves through their leukocyte heat shock protein (Hsp) response, selected neutrophil-related gene expression and oxidative stress, and relate them to pulmonary adhesions at slaughter, an indicative sign of clinical and subclinical episodes of BRD at an early age. Differential expression patterns of Hsp60 and Hsp70A1A were revealed in newly received calves 1 h, 5 h and 1 day after arrival, distinguishing between stress-responsive and non-stress-responsive individuals. Plasma cortisol was also indicative of stress-responsive and non-stress-responsive individuals, 1 h and 5 h after arrival. At the longer term, β-glycan levels were highest 7 days after arrival and significantly correlated with an adhesion-free phenotype at slaughter. Oxidative stress responses, measured through the oxidation products of the exogenous linoleoyl tyrosine (LT) marker, revealed that hydroperoxidation and epoxidation of membranes may readily occur. Based on the LT oxidation products and levels of β-glycan, we present a discriminant analysis model, according to which vulnerable individuals may be predicted at near 100% probability 7 days after arrival. Since clinical signs of BRD may often go undetected in feedlot calves, such a model, after its examination in large-scale experiments, may be a reliable tool for an early prediction of subclinical signs of BRD.