Bluetongue is a fatal viral disease in ruminants and has serious economic impacts on the livestock industry. Interactions between bluetongue virus (BTV) and immune cells are interesting because of the unique scenarios in each combination of animal species/breed and viral virulence/serotype. This study investigated the immune response in bovine peripheral blood mononuclear cells (PBMC) infected by the BTV2 Taiwan strain. The replication of the virus was limited in monocytes and monocyte-derived macrophages (MDM), and lymphocytes were less permissive. The cytokine mRNA of IL-4 in PBMC was expressed earlier and in greater quantities than that of innate immunity (TNFα, IL-1β) and cell mediated immunity (CMI) (IFNγ), and the IL-4 protein was stably present in the culture medium until 72 h post-infection (hpi). Even in MDM reconstituted with autologous lymphocyte (MDM-Lymphocyte), the IL-4 still had high mRNA expression level. The level of IgE antibody also increased at 24–72 hpi, suggestive of the engagement of type I hypersensitivity in the pathogenesis. The anti-viral activity contained in the culture supernatant was transferrable to recipient infected PBMC from other cows. However, in infected MDM largely free of lymphocytes, mRNA expressions of IL-1β, TNFα and IL-12p40 were normally expressed from 6 to 48 hpi, supporting the notion that IL-4 elaborated by lymphocytes in PBMC mediated the inhibition of both innate immunity and CMI to BTV2. The sum of responses subsequent to the early IL-4 expression likely constitutes part of the unique scenario in the current BTV2-Cow experimental combination biased toward Th2 response.