Mammalian embryo implantation requires the priming of the maternal immune system, but, not the provocation. There are many examples of conditions where a disturbed or aberrant immune profile during embryo implantation leads to pregnancy loss. However, these studies are primarily associated with human and mouse species; data is generally limited for cattle and livestock. Most available information centres on the endometrial response to interferon tau (IFNT), a type I antiviral cytokine, which is the maternal recognition factor for cattle and sheep. Interferon tau secretion by the embryo and detection by the dam is critical to corpus luteum (CL) maintenance and pregnancy retention. However, the large volume of bovine endometrial and conceptual transcriptomic data highlights a broader more integral role of the maternal immune system in the establishment of pregnancy in cattle. When taken together with available immunohistochemistry and flow cytometry data from livestock, mouse, and human, a profile of immune cell involvement from ovulation to conception and placentation emerges. The key events of pregnancy establishment in cattle and the involvement of the maternal immune system will be discussed.