Simple Summary Caseous lymphadenitis is a contagious bacterial disease that affects both domestic and wild animals. It has been studied by scientists since the 19th century. Thanks to new high-throughput RNA sequencing techniques, we can now better understand how the immune system responds to this disease, evaluate individual resistance levels, and identify disease biomarkers. This knowledge can help prevent the spread of incurable diseases, reduce economic losses, and breed farm animals with greater bacterial resistance. In this study, we explore the potential role of immune genes in the fight against disease in ewes from an ordinary farm. The ovine genome reflected host-pathogen interactions by promoting transcriptional changes in innate and acquired immunity in diseased sheep. Furthermore, in exposed sheep, innate immunity increased over the adaptive response. Caseous lymphadenitis (CL) is a chronic contagious disease that affects small ruminants and is characterized by the formation of pyogranulomas in lymph nodes and other organs. However, the pathogenesis of this disease and the response of the host genome to infection are not yet fully understood. This study aimed to investigate the whole blood transcriptome and evaluate differential gene expression during the later stages of CL in naturally infected ewes. The study included diseased, serologically positive (EP), exposed, serologically negative (EN) ewes from the same infected flock and healthy ewes (CN) from a different flock. RNA sequencing was performed using the Illumina NextSeq system, and differential gene expression was estimated using DESeq2 and Edge R approaches. The analysis identified 191 annotated differentially expressed genes (DEGs) in the EP group (102 upregulated and 89 downregulated) and 256 DEGs in the EN group (106 upregulated and 150 downregulated) compared to the CN group. Numerous immunoregulatory interactions between lymphoid and nonlymphoid cells were influenced in both EP and EN ewes. Immune DEGs were preferentially assigned to antigen presentation through the MHC complex, T lymphocyte-mediated immunity, and extracellular matrix interactions. Furthermore, the EP group showed altered regulation of cytokine and chemokine signaling and activation and recombination of B-cell receptors. Conversely, NF-kappa B signaling, apoptosis, and stress response were the main processes influenced in the EN group. In addition, statistically significant enrichment of the essential immune pathways of binding and uptake of ligands by scavenger receptors in EP and p53 signaling in the EN group was found. In conclusion, this study provides new insights into the disease course and host-pathogen interaction in naturally CL-infected sheep by investigating the blood transcriptome.