Tuberculosis (TB) in animals is a re-emerging disease with a wide range of hosts that causes large economic losses in livestock. Goats are particularly susceptible to TB and, in endemic areas, vaccination may be a valuable measure to control the disease. The main aim of this study was to evaluate the efficacy of parenteral vaccination of goats with a heat-inactivated Mycobacterium bovis (HIMB) vaccine, and compare it to M. bovis Bacille Calmette-Guérin (BCG) vaccine. Twenty-four goat kids were divided in 3 groups as following: HIMB vaccinated group (n = 8), BCG vaccinated group (n = 8) and unvaccinated group (n = 8). Afterwards, goats were experimentally challenged with Mycobacterium caprae by the endobronchial route. Antigen specific interferon-γ release assays and serology were performed after vaccination and challenge. Pathological and bacteriological parameters were evaluated after necropsy at 9 weeks post-challenge (p.c.). HIMB vaccine showed similar levels of protection to BCG in terms of volume reduction of thoracic TB lesions, presence of extra-pulmonary lesions, as well as a slight reduction of bacterial load in pulmonary lymph nodes. Moreover, HIMB vaccine did not induce interferences on the interferon-γ release assay based on reagents previously developed to differentiate infected from BCG vaccinated individuals. The results indicate that HIMB is a suitable vaccine candidate for further larger-scale trials under field conditions in goats.