<p>Vaccination is an important control measure against infections with <i>Mycoplasma hyopneumoniae</i> (<i>M. hyopneumoniae</i>), the primary pathogen of enzootic pneumonia in pigs. The present study investigated local and systemic humoral and cell-mediated immune responses and efficacy upon vaccination of piglets with a combined vaccine containing inactivated <i>M. hyopneumoniae</i> and porcine circovirus 2d (Cirbloc^® M Hyo, Ceva), followed by experimental <i>M. hyopneumoniae</i> infection (D21). Forty-five piglets were allocated to three groups, namely the not-vaccinated and infected (C) (<i>n</i> = 20), vaccinated and infected (V) (<i>n</i> = 20), and not-vaccinated and not-infected (NC) groups (<i>n</i> = 5). Vaccination was applied once (D0) intramuscularly. Four pigs from the V and C groups were euthanized 2&#xa0;weeks post-infection (D35), and the remaining pigs 2&#xa0;weeks later (D49). Blood, lung tissue, bronchoalveolar lavage fluid (BALF), and bronchial lymph nodes were collected at different timepoints. Piglets in the V group exhibited seroconversion on days 21 and 35, with markedly elevated levels of specific IgA and IgG in BALF on D35. Furthermore, the V group showed activation of interferon (IFN)-γ⁺/tumor necrosis factor (TNF)-α⁺ CD4⁺CD8α⁺ T cells and T cell proliferation on day 7, with these responses remaining elevated through D21. The concentrations of interleukin (IL)-1β, TNF-α, C–X–C motif chemokine ligand 8 (CXCL-8), and IL-17A in BALF of the C group were higher on D49, correlating with higher <i>M. hyopneumoniae</i> DNA loads. Clinical signs and lung lesions were less severe in vaccinated pigs. The combined vaccine elicited robust <i>M. hyopneumoniae</i>-specific humoral and cellular responses in blood and enhanced post-infection cellular immunity in draining lymph nodes, underscoring its protective efficacy.</p>