The novel severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) is causing the ongoing global pandemic of coronavirus disease 2019 (COVID-19), which primarily manifests with respiratory distress and may also lead to symptoms associated with the gastrointestinal tract. Probiotics are living microorganisms that have been shown to confer immune benefits. In this study, we investigated the immunomodulatory effects and anti-SARS-CoV-2 activity of three different Lacticaseibacillus probiotic strains, either alone or in combination with lactoferrin, using the intestinal epithelial Caco-2 cell line. Our results revealed that the Lacticaseibacillus paracasei DG strain significantly induced the expression of genes involved in protective antiviral immunity and prevented the expression of proinflammatory genes triggered by SARS-CoV-2 infection. Moreover, L. paracasei DG significantly inhibited SARS-CoV-2 infection in vitro. L. paracasei DG also positively affected the antiviral immune activity of lactoferrin and significantly augmented its anti-SARS-CoV-2 activity in Caco-2 intestinal epithelial cells. Overall, our work shows that the probiotic strain L. paracasei DG is a promising candidate that exhibits prophylactic potential against SARS-CoV-2 infection.