Sterile tissue injury is thought to locally activate innate immune responses via damage-associated molecular patterns (DAMPs). Whether innate immune pathways are remotely activated remains relatively unexplored. Here, by analyzing ~145,000 single-cell transcriptomes at steady state and after myocardial infarction (MI) in mice and humans, we show that the type I interferon (IFN) response, characterized by expression of IFN-stimulated genes (ISGs), begins far from the site of injury, in neutrophil and monocyte progenitors within the bone marrow. In the peripheral blood of patients, we observed defined subsets of ISG-expressing neutrophils and monocytes. In the bone marrow and blood of mice, ISG expression was detected in neutrophils and monocytes and their progenitors, intensified with maturation at steady-state and after MI, and was controlled by Tet2 and Irf3 transcriptional regulators. Within the infarcted heart, ISG-expressing cells were negatively regulated by Nrf2 activation in Ccr2^- steady-state cardiac macrophages. Our results show that IFN signaling begins in the bone marrow, implicate multiple transcriptional regulators (Tet2, Irf3, and Nrf2) in governing ISG expression, and provide a clinical biomarker (ISG score) for studying IFN signaling in patients.