Circulating levels of a soluble type I IFNR are elevated in diseases, such as chronic inflammation, infections, and cancer, but whether it functions as an antagonist, agonist, or transporter is unknown. In this study, we elucidate the in vivo importance of the soluble type I IFNAR, soluble (s)IFNAR2a, which is generated by alternative splicing of the Ifnar2 gene. A transgenic mouse model was established to mimic the 10–15-fold elevated expression of sIFNAR2a observed in some human diseases. We generated transgenic mouse lines, designated SolOX, in which the transgene mRNA and protein-expression patterns mirrored the expression patterns of the endogenous gene. SolOX were demonstrated to be more susceptible to LPS-mediated septic shock, a disease model in which type I IFN plays a crucial role. This effect was independent of “classical” proinflammatory cytokines, such as TNF-α and IL-6, whose levels were unchanged. Because the increased levels of sIFNAR2a did not affect the kinetics of the increased interferonemia, this soluble receptor does not potentiate its ligand signaling by improving IFN pharmacokinetics. Mechanistically, increased levels of sIFNAR2a are likely to facilitate IFN signaling, as demonstrated in spleen cells overexpressing sIFNAR2a, which displayed quicker, higher, and more sustained activation of STAT1 and STAT3. Thus, the soluble IFNR is an important agonist of endogenous IFN actions in pathophysiological processes and also is likely to modulate the therapeutic efficacy of clinically administered IFNs.