Increased disease resistance through improved immune capacity would be beneficial for the welfare and productivity of farm animals. To identify genomic regions responsible for immune capacity traits in swine, a genome-wide association study was conducted. In total, 675 pigs were included. At 21 days of age, all piglets were vaccinated with modified live classical swine fever vaccine. Blood samples were sampled when the piglets were 20 and 35 days of age, respectively. Four traits, including Interferon-gamma (IFN-γ) and Interleukin 10 (IL-10) levels, the ratio of IFN-γ to IL-10 and Immunoglobulin G (IgG) blocking percentage to CSFV in serum were measured. All the samples were genotyped for 62,163 single nucleotide polymorphisms (SNP) using the Illumina porcineSNP60k BeadChip. After quality control, 46,079 SNPs were selected for association tests based on a single-locus regression model. To tackle the issue of multiple testing, 10,000 permutations were performed to determine the chromosome-wise and genome-wise significance level. In total, 32 SNPs with chromosome-wise significance level (including 4 SNPs with genome-wise significance level) were identified. These SNPs account for 3.23% to 13.81% of the total phenotypic variance individually. For the four traits, the numbers of significant SNPs range from 5 to 15, which jointly account for 37.52%, 82.94%, 26.74% and 24.16% of the total phenotypic variance of IFN-γ, IL-10, IFN-γ/IL-10, and IgG, respectively. Several significant SNPs are located within the QTL regions reported in previous studies. Furthermore, several significant SNPs fall into the regions which harbour a number of known immunity-related genes. Results herein lay a preliminary foundation for further identifying the causal mutations affecting swine immune capacity in follow-up studies.