Purpose Oxygen therapy (hyperoxia) is essential for the treatment of some neonatal critical care conditions. The lung is the primary target for the changes induced by hyperoxia. Secretory immunoglobulin A (SIgA), IgA and secretory component (SC) reflect the local immunity in the respiratory tract induced by hyperoxia. Methods The enzyme-linked immunosorbent assay, immunohistochemistry staining, Western blot and Real-time PCR were used to detect the levels of cytokines, IgA and SIgA in bronchoalveolar lavage as well as IgA and SC/pIgR in pulmonary tissue. Results The levels of IgA and SIgA in BAL fluid were gradually increased following neonatal rat development. Compared with air-inhaling group, in the hyperoxia group IgA, SIgA and other cytokines except IL-1 in BAL fluid were significantly elevated on the 3rd, 5th and 7th days, but on the 10th day TNF-α, SIgA and IgA rapidly decreased. In the hyperoxia group, both the protein expression of SC/pIgR and the mRNA expression of SC/pIgR were remarkably increased on the 3rd, 5th and 7th days, but were significantly decreased on the 10th day, respectively. Conclusion: The large amount of SIgA, IgA and SC in the early period of hyperoxia might protect the lungs of the neonatal rats against acute pulmonary injury, however, in the late period of hyperoxia, the abruptly drop of SIgA and its component might lead to pulmonary immunity abnormality. In hyperoxia, the increased expression of cytokines might contribute to the expression of IgA and SC.