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Osteoarthritis (OA) is a common chronic degenerative disease that affects all joints. At present, the pathological processes and mechanisms of OA are still unclear. Innate immunity, a key player in damage to the structure of the joint and the mechanism by which the host attempts to repair OA, affects all pathological stages of the disease. In the present study, our aim was to assess changes in innate immunity during the pathological processes of OA in articular cartilage (AC) and the synovial membrane (SM), which are the major structures in joints, and to systematically examine the histological changes in AC and SM in mild, moderate and severe cases of OA, in order to further speculate about the manner in which the interactions of AC and SM are facilitated by innate immunity. Histological methods (including HE and Safranin O-fast green staining), immunofluorescent double staining, TUNEL stain, and Western blots were used to assess the morphological changes within AC and SM tissues in healthy and mild, moderate, or severe OA rats. Our results showed that the damage to AC and SM within the joints progressively worsened in different degrees during the course of the disease, and that the innate immune system was closely involved in the AC and SM during each stage of OA. These findings also confirmed that SM may affect the pathological changes in AC through the innate immune system, and therefore affect the progress of OA.