Negative energy balance (NEB) during the perinatal period leads to metabolic and immunological disorders in dairy cows, resulting in systemic responses and inflammation. The innate immune system is crucial for the host’s protection and inflammatory response. However, systematic research is still lacking on how NEB affects the innate immune system to alter the ’host defense capability and inflammatory response. In this investigation, raw transcriptome data of adipose, blood, endometrial, hypothalamus, and liver tissues were downloaded from a public database, cleaned, aligned, quantified, and batch-corrected. The innate immune gene list was retrieved from innateDB, followed by the expression matrix of innate immune genes in various tissues for differential expression analysis, principle component analysis (PCA), and gene set enrichment analysis (GSEA). Under the effect of NEB, adipose tissue had the most differentially expressed genes, which were predominantly up-regulated, whereas blood GSEA had the most enriched biological processes, which were predominantly down-regulated. The gene sets shared by different tissues, which are predominantly involved in biological processes associated with defense responses and inflammation, were dramatically down-regulated in endometrial tissues and highly up-regulated in other tissues. Under the impact of NEB, LBP, PTX3, S100A12, and LCN2 play essential roles in metabolism and immunological control. In conclusion, NEB can downregulate the defensive response of innate immune genes in endometrial, upregulate the immune and inflammatory response of other tissues, activate the host defense response, and increase the systemic inflammatory response. The analysis of the effects of NEB on innate immune genes from the multiple tissues analysis provides new insights into the crosstalk between metabolism and immunity and also provides potential molecular targets for disease diagnosis and disease resistance breeding in dairy cows.