Current data is scarce regarding the function of noncoding RNAs (ncRNAs) such as microRNAs (miRNAs) and long noncoding RNAs (lncRNAs) in the interferon- (IFN-) mediated immune response. This is a comprehensive study that analyzes the lncRNA and miRNA expression profiles of the type I IFN and type II IFN in porcine alveolar macrophages using RNA sequencing. There was a total of 152 overexpressed differentially expressed (DE) lncRNAs and 21 DE miRNAs across type I IFN and type II IFN in porcine alveolar macrophages. Subsequent lncRNA-miRNA-mRNA network construction revealed the involvement of 36 DE lncRNAs and 12 DE miRNAs. LncRNAs such as the XLOC_211306, XLOC_100516, XLOC_00695, XLOC_149196, and XLOC_014459 were expressed at a higher degree in the type I IFN group, while XLOC_222640, XLOC_047290, XLOC_147777, XLOC_162298, XLOC_220210, and XLOC_165237 were expressed at a higher degree in the type II IFN group. These lncRNAs were found to act as “sponges” for miRNAs such as miR-34a, miR-328, miR-885-3p, miR-149, miR-30c-3p, miR-30b-5p, miR-708-5p, miR-193a-5p, miR-365-5p, and miR-7. Their target genes FADS2, RPS6KA1, PIM1, and NOD1 were found to be associated with several immune-related signaling pathways including the NOD-like receptor, Jak-STAT, mTOR, and PPAR signaling pathways. These experiments provide a comprehensive profile of overexpressed noncoding RNAs in porcine alveolar macrophages, providing new insights regarding the IFN-mediated immune response.