Control of type I interferon production is crucial to combat infection while preventing deleterious inflammatory responses, but the extent of the contribution of post-transcriptional mechanisms to innate immune regulation is unclear. Here, we show that human zinc finger RNA-binding protein (ZFR) represses the interferon response by regulating alternative pre-mRNA splicing. ZFR expression is tightly controlled during macrophage development; monocytes express truncated ZFR isoforms, while macrophages induce full-length ZFR to modulate macrophage-specific alternative splicing. Interferon-stimulated genes are constitutively activated by ZFR depletion, and immunostimulation results in hyper-induction of interferon β (IFNβ/IFNB1). Through whole-genome analyses, we show that ZFR controls interferon signaling by preventing aberrant splicing and nonsense-mediated decay of histone variant macroH2A1/H2AFY mRNAs. Together, our data suggest that regulation of ZFR in macrophage differentiation guards against aberrant interferon responses and reveal a network of mRNA processing and decay that shapes the transcriptional response to infection.