Intergenerational inheritance of immune traits linked to epigenetic modifications has been demonstrated in plants and invertebrates. Here we provide evidence for transmission of trained immunity across generations to murine progeny that survived a sublethal systemic infection with Candida albicans or a zymosan challenge. The progeny of trained mice exhibited cellular, developmental, transcriptional and epigenetic changes associated with the bone marrow-resident myeloid effector and progenitor cell compartment. Moreover, the progeny of trained mice showed enhanced responsiveness to endotoxin challenge, alongside improved protection against systemic heterologous Escherichia coli and Listeria monocytogenes infections. Sperm DNA of parental male mice intravenously infected with the fungus C. albicans showed DNA methylation differences linked to immune gene loci. These results provide evidence for inheritance of trained immunity in mammals, enhancing protection against infections.