Infection of highly pathogenic avian influenza (HPAI) H5N1 clade 2.3.4.4b in dairy cows causes severe mastitis and milk production losses. Whether cows can develop protective immunity is unclear. Here we infected three lactating cows with HPAI H5N1 genotype B3.13 via the hindquarters of the udder to mimic intra-mammary infection. Inoculated cows displayed clinical responses consistent with affected dairy herds in the United States including virus shedding almost exclusively in inoculated hindquarters that peaked between Days 2–4 post inoculation and gradually declined by Day 21. Histologically, peak virus shedding in milk corresponded with severe acute necrotic mastitis in the inoculated hindquarters but not in the uninoculated forequarters. Two cows were reinfected with HPAI H5N1 virus at unaffected forequarters following resolution of infection. Secondary inoculation did not result in clinical manifestations or virus shedding in milk. Virus-neutralizing antibodies were detected at Day 14 post inoculation in milk with higher titres observed in the inoculated hindquarters relative to the forequarters. We also detected HPAI H5N1 viral RNA in air samples from animal rooms during routine husbandry activity. These data indicate that primary infection via intra-mammary inoculation can generate protective immunity against bovine HPAI H5N1 virus in dairy cows.