The intracellular protozoan parasite Theileria annulata causes a severe, and often fatal, disease of pure and cross-bred cattle in tropical and subtropical countries. The present review refers to the importance of innate immunity as far as it is known to date in this infectious disease. Specifically, macrophages and the mediators produced by these cells are outlined. In addition, the latest findings concerning cattle breed differences in susceptibility to T. annulata infection in relation to macrophage activation are discussed.