The cells constituting the blood–brain barrier are critical for the transduction of peripheral immune signals to the brain, but hitherto no comprehensive analysis of the signaling events that occur in these cells in response to a peripheral inflammatory stimulus has been performed. Here, we examined the inflammatory transcriptome in blood–brain barrier cells, including endothelial cells, pericytes, and perivascular macrophages, which were isolated by fluorescent-activated cell sorting, from non-immune-challenged mice and from mice stimulated by bacterial wall lipopolysaccharide. We show that endothelial cells and perivascular macrophages display distinct transcription profiles for inflammatory signaling and respond in distinct and often opposing ways to the immune stimulus. Thus, endothelial cells show induced PGE₂ synthesis and transport with attenuation of PGE₂ catabolism, increased expression of cytokine receptors and down-stream signaling molecules, and downregulation of adhesion molecules. In contrast, perivascular macrophages show downregulation of the synthesis of prostanoids other than PGE₂ and of prostaglandin catabolism, but upregulation of interleukin-6 synthesis. Pericytes were largely unresponsive to the immune stimulation, with the exception of downregulation of proteins involved in pericyte–endothelial cell communication. While the endothelial cells account for most of the immune-induced gene expression changes in the blood–brain barrier, the response of the endothelial cells occurs in a concerted manner with that of the perivascular cells to elevate intracerebral levels of PGE₂, hence emphasizing the critical role of PGE₂ in immune-induced signal transduction across the blood–brain barrier.