Dairy polar lipids have demonstrated anti-inflammatory properties and protective effects on intestinal integrity, potentially mitigating the adverse impacts of weaning in piglets by modulating microbiota composition and intermediary metabolism. This study evaluated a dairy by-product rich in polar lipids on the microbiome and plasma lipid mediators of weaned piglets. A total of 240 male piglets (21 days old; 6.3 ± 0.5 kg) received either a soybean lipid-based diet (SD) or a polar lipid-based diet (PD) from weaning to day 21, followed by a common diet until day 42. Within each diet, animals were provided with one of the three milk replacers (MRs) for the first 7 days: (1) Commercial MR (CO); (2) Polar lipid-based MR (PO); and (3) Soybean lipid-based MR (SO). Fecal and plasma samples were analyzed to assess microbial composition and lipid mediator profiles. Taxonomical distance between diets increased over time, whereas MR type had no effect. The PD diet significantly altered microbiota composition, increasing, for instance, the relative abundance of Firmicutes-belonging genera of the Lachnospiraceae family (Coprococcus, Roseburia), and increasing levels of ethanolamides (e.g., AEA, PEA, SEA, and DPEA). In contrast, the SD diet increased pro-inflammatory lipid mediators (e.g., 13-HODE, 13-KODE) derived from linoleic acid. Polar lipid supplementation in diet, but not in MRs, influenced microbiota diversity and lipid mediator profiles, suggesting a potential long-term impact on immune regulation and metabolism, highlighting their potential to enhance resilience during early-life stress. Future studies should explore these effects under traditional weaning conditions or other stress models.