Background: The aim of this study was to investigate if calves’ play behaviour and non-nutritive sucking behaviour, as indirect measures of welfare status, are associated with the age of the calf when group housed, age when observed, age difference within the group, pen size, milk feeding system, current or previous sicknesses, access to dry teat, indoor/outdoor rearing, sex, organic/conventional farm, group size and regrouping events. An observational study was conducted on 176 Danish dairy calves in the age range of 1–12 weeks, on both conventional (n = 17) and organic (n = 5) farms. All calves had been group housed before 8 weeks of age and had spent various periods of time with the dam and/or individually housed before being group housed. Behaviour was recorded continuously by filming each individual calf over a period of 30 min. Results: The calf’s age when group housed for the first time was not found to be significantly associated with duration of either play behaviour (P = 0.55) or non-nutritive sucking behaviour (P = 0.44). It was found that calves had significantly reduced odds of playing for longer than the mean play duration (5.5 s) for each day of their lives (OR = 0.97, P = 0.003). Also, they had reduced odds of performing non-nutritive sucking behaviour for longer than the mean non-nutritive sucking duration (145.5 s) when milk was allocated by drinker buckets fitted with a teat compared to by bowl or trough (OR = 0.06, P = 0.02). Conclusion: No significant associations were found between calves’ age when group housed for the first time and play and non-nutritive sucking behaviour. It was found that calves’ play behaviour decreased with increasing age, and that non-nutritive sucking behaviour decreased when milk was allocated with a teat compared to no teat.