Vaccine formulations incorporating innate immune stimulants are highly immunogenic; however, the biological signals that originate in the peripheral tissues at the site of injection and are transmitted to the local lymph node to induce immunity remain unclear. By directly cannulating the ovine afferent lymphatic vessels, we have previously shown that it takes 72 hr for mature antigen-loaded dendritic cells and monocytes to appear within afferent lymph following injection of a liposomal formulation containing the Toll-like receptor ligand CpG. In this present study, we characterize the global transcriptional signatures at this time-point in ovine afferent lymph cells as they migrate from the injection site into the lymphatics following vaccination with a liposome antigen formulation incorporating CpG. We show that at 72 hr post vaccination, liposomes alone induce no changes in gene expression and inflammatory profiles within afferent lymph; however, the incorporation of CpG drives interferon, antiviral and cytotoxic gene programmes. This study also measures the expression of key genes within individual cell types in afferent lymph. Antiviral gene signatures are most prominent in lymphocytes, which may play a significant and unexpected role in sustaining the immune response to vaccination at the site of injection. These findings provide a comprehensive analysis of the in vivo immunological pathways that connect the injection site with the local draining lymph node following vaccination.