As the first line of defence against pathogens, cells mount an innate immune response, which varies widely from cell to cell. The response must be potent but carefully controlled to avoid self-damage. How these constraints have shaped the evolution of innate immunity remains poorly understood. Here we characterize the innate immune response's transcriptional divergence between species and variability in expression among cells. Using bulk and single-cell transcriptomics in fibroblasts and mononuclear phagocytes from different species, challenged with immune stimuli, we map the architecture of the innate immune response. Transcriptionally diverging genes, including those that encode cytokines and chemokines, vary across cells and have distinct promoter structures. Conversely, genes that are involved in the regulation of this response, such as those that encode transcription factors and kinases, are conserved between species and display low cell-to-cell variability in expression. We suggest that this expression pattern, which is observed across species and conditions, has evolved as a mechanism for fine-tuned regulation to achieve an effective but balanced response.