We aimed to investigate the feeding values of milk replacer (MR), roughage, and concentrates for veal calves in a paired-gain setting, thus avoiding any prior assumptions in feeding values and major differences in nutrient intakes. One hundred sixty male Holstein-Friesian calves at 2 wk of age and 45 ± 0.2 kg of body weight (BW) were included in the experiment. Calves were allocated to pens (5 calves per pen) and pens were randomly assigned to 1 of 4 solid feed (SF) levels: SF1, SF2, SF3, or SF4, respectively, and to 1 of 2 roughage-to-concentrate (R:C) ratios: 20:80 or 50:50. An adaptation period from wk 1 to 10 preceded the experimental period (wk 11 to 27). Total dry matter (DM) intake from SF was targeted to reach 20, 100, 180, and 260 kg of DM for SF1 to SF4, respectively, during the 16-wk experimental period, and increased with preplanned, equal weekly increments. Roughage was composed of 50% corn silage and 50% chopped wheat straw based on DM. The quantity of MR provided was adjusted every 2 wk based on BW to achieve similar targeted rates of carcass gain across treatments. The reduction in MR provided (in kg of DM) to realize equal rates of carcass gain with inclusion of SF (in kg of DM) differed between the R:C ratio of 50:50 (0.41 kg of MR/kg of SF) and the R:C ratio of 20:80 (0.52 kg of MR/kg of SF). As carcass gain unintentionally increased with SF intake, the paired-gain objective was not fully achieved. When adjusted for realized rates of carcass gain, calves fed an R:C ratio of 20:80 still required 10% less MR than calves fed an R:C ratio of 50:50 for equal rates of carcass gain, indicating that the utilization of SF for gain increased with concentrate inclusion. Averaged for the 16-wk experimental period, the feeding value of MR relative to that of concentrates and roughages was close to that predicted based on their respective digestible energy contents. Nevertheless, the feeding value of SF relative to that of MR increased substantially with age. Therefore, additivity in feeding values of these ration components cannot be assumed. The results of the current study may contribute to the development of new concepts for formulation of veal calf diets with substantial amounts of SF.