Avian leukosis virus J (ALVJ) infection induces hematopoietic malignancy in myeloid leukemia and hemangioma in chickens. However, little is known about the mechanisms underpinning the unique pathogenesis of ALVJ. In this study, we investigated the gene expression profiles of ALVJ-infected chicken cells and performed a comprehensive analysis of the long non-coding RNAs (lncRNAs) in CEF cells using RNA-Seq. As a result, 36 differentially expressed lncRNAs and 91 genes (FC > 2 and q-values < 0.05) were identified. Bioinformatics analysis revealed that these differentially expressed genes are involved in the innate immune response. Target prediction analysis revealed that these lncRNAs may act in cis or trans and affect the expression of genes which are involved in the anti-viral innate immune responses. Toll-like receptor, RIG-I receptor, NOD-like receptor and JAK-STAT signaling pathways were enriched. Notably, the induced expression of innate immunity genes, including B2M, DHX58, IFI27L2, IFIH1, IRF10, ISG12(2), MX, OAS*A, RSAD2, STAT1, TLR3, IL4I1, and IRF1 (FC > 2 and correlation > 0.95), were highly correlated with the upregulation of several lncRNAs, including MG066618, MG066617, MG066601, MG066629, MG066609 and MG066616. These findings identify the expression profile of lncRNAs in chicken CEF cells infected by ALVJ virus and provide new insights into the molecular mechanisms of ALVJ infection.