Small ruminant lentiviruses (SRLV) are economically important viral pathogens of sheep and goats. SRLV infection may interfere in the innate and adaptive immunity of the host, and genes associated with resistance or susceptibility to infection with SRLV have not been fully recognized. The presence of animals with relatively high and low proviral load suggests that some host factors are involved in the control of virus replication. To better understand the role of the genes involved in the host response to SRLV infection, RNA sequencing (RNA-seq) method was used to compare whole gene expression profiles in goats carrying both a high (HPL) and low (LPL) proviral load of SRLV and uninfected animals. Data enabled the identification of 1130 significant differentially expressed genes (DEGs) between control and LPL groups: 411 between control and HPL groups and 1434 DEGs between HPL and LPL groups. DEGs detected between the control group and groups with a proviral load were found to be significantly enriched in several gene ontology (GO) terms, including an integral component of membrane, extracellular region, response to growth factor, inflammatory and innate immune response, transmembrane signaling receptor activity, myeloid differentiation primary response gene 88 (MyD88)-dependent toll-like receptor signaling pathway as well as regulation of cytokine secretion. Our results also demonstrated significant deregulation of selected pathways in response to viral infection. The presence of SRLV proviral load in blood resulted in the modification of gene expression belonging to the toll-like receptor signaling pathway, the tumor necrosis factor (TNF) signaling pathway, the cytokine-cytokine receptor interaction, the phagosome, the Ras signaling pathway, the phosphatidylinositol 3-kinase (PI3K)/protein kinase B (AKT) (PI3K-Akt) signaling pathway and rheumatoid arthritis. It is worth mentioning that the most predominant in all pathways were genes represented by toll-like receptors, tubulins, growth factors as well as interferon gamma receptors. DEGs detected between LPL and HPL groups were found to have significantly enriched regulation of signaling receptor activity, the response to toxic substances, nicotinamide adenine dinucleotide (NADH) dehydrogenase complex assembly, cytokine production, vesicle, and vacuole organization. In turn, the Kyoto Encyclopedia of Genes and Genomes (KEGG) pathway tool classified DEGs that enrich molecular processes such as B and T-cell receptor signaling pathways, natural killer cell-mediated cytotoxicity, Fc gamma R-mediated phagocytosis, toll-like receptor signaling pathways, TNF, mammalian target of rapamycin (mTOR) signaling and forkhead box O (Foxo) signaling pathways, etc. Our data indicate that changes in SRLV proviral load induced altered expression of genes related to different biological processes such as immune response, inflammation, cell locomotion, and cytokine production. These findings provide significant insights into defense mechanisms against SRLV infection. Furthermore, these data can be useful to develop strategies against SRLV infection by selection of animals with reduced SRLV proviral concentration that may lead to a reduction in the spread of the virus.