This study was aimed to evaluate the effect of Porcine circovirus 2 (PCV2) sow vaccination on cell-mediated immune responses in sows and their progeny. At 7 weeks before farrowing, fifteen PCV2 PCR negative pregnant sows with medium-low antibody values were selected and randomly distributed in two groups according to the antibody levels. Seven sows were vaccinated with a commercial PCV2 vaccine and eight were injected with phosphate-buffered saline at 6 and 3 weeks before farrowing. Blood samples were taken from sows and their piglets (n = 90) during the study duration. PCV2 DNA and antibodies were tested in sera, and cytokine (IFN-α, IFN-γ, IL-12p40, TNF-α, IL-1β, IL-8, IL-4, IL-6 and IL-10) levels were assessed in supernatant from cultured peripheral blood mononuclear cells. All sows and piglets were negative by PCV2 PCR throughout the study. Significantly higher PCV2 antibody levels were detected in vaccinated sows after vaccination and in their offspring after colostrum ingestion compared to the non-vaccinated counterparts. Vaccinated sows did not show significant differences in cytokine secretion levels at farrowing compared to unvaccinated dams. In contrast, piglets from vaccinated sows had significantly higher levels of cytokines linked to Th1 memory cells (IFN-γ and TNF-α) in comparison to the ones from non-vaccinated dams. In conclusion, PCV2 sow vaccination, apart from triggering a humoral immunity response in sows and their progeny, might be associated to an increased transfer of cell-mediated immunity from the dam to the piglet.