Differences in cellular and humoral immunity in Zebu (Bos taurus indicus) and European (B. taurus taurus) cattle breeds, which may be related to differences in resistance or susceptibility to infectious or parasitic diseases, are largely unknown. This study aimed to perform a comparative analysis of innate and adaptive immunity of European (including Holstein, Brown Swiss, and Hereford) and Zebu (including Gir, Nelore, and Guzera) breeds, by assessing their peripheral blood leukocyte profiles (i.e., monocytes, eosinophils, and lymphocytes, including CD4+ and CD8+ T cells, and CD21+ B cells). Higher frequencies of cells involved in innate immunity were observed in Zebu breeds, particularly monocytes and non-T and non-B cells (13.37 ± 0.9058 and 37.67 ± 1.55, respectively). This finding may contribute to the increased resistance of B. taurus indicus to certain infectious and parasitic diseases. Considering other leukocyte populations in the peripheral blood, among-breed variation was greater than differences between the two subspecies. This study will serve as a basis for further investigations regarding comparative immunology and resistance to infectious and parasitic diseases of cattle.