Neonates with intrauterine growth retardation (IUGR) are susceptible to decreases in cellular immunity. In recent years, a growing body of evidence indicates that Hsp70 may serve as a danger signal to the innate immune system and promote receptor-mediated apoptosis. Using neonatal pigs with IUGR, we investigated immune function of pigs and expression of heat shock protein 70 (Hsp70), nuclear factor-kappa B (NF-κB), and forkhead box O 3a (FoxO3a) in the intestinal tract. Samples from the blood, duodenum, jejunum, and ileum of normal body weight (NBW) piglets and IUGR piglets were collected at day 7 after birth. Furthermore, to test whether Hsp70 is associated with regulation of NF-κB and FoxO3a, Hsp70 was silenced using small RNA interference (siRNA) in IEC-6 cells. Body and intestinal weights were lower in IUGR piglets than in NBW piglets (p < 0.05). Proliferation of peripheral blood lymphocytes was decreased (p < 0.05) in IUGR piglets. Cytokine concentrations (IFN-γ, IL-4, IL-10, IL-1, and IL-8) were lower in serum of IUGR piglets. The levels of IFN-γ and IL-10 were decreased (p < 0.05) in the ileum of IUGR piglets, but IL-4 was increased (p < 0.05). The expressions of Hsp70 and FoxO3a were increased, and NF-κB activity was downregulated in IUGR piglets (p < 0.05). Furthermore, siRNA-mediated Hsp70 downregulation increased NF-κB activity, inhibited expression of FoxO3a, and decreased cell apoptosis. In contrast, overexpression of Hsp70 inhibited NF-κB activation. In conclusion, IUGR impairs immune functions in neonatal pigs. An inefficient immunity in IUGR piglets is associated with overexpression of Hsp70, which impairs NF-κB signaling and upregulates FoxO3a expression.