The precise mechanisms underlying the effects of IFN-I in CNS autoimmunity remain poorly understood despite the long-standing use of these cytokines as first-line disease-modifying drugs in the treatment of RRMS, a chronic demyelinating CNS autoimmune disease. Systemic use of IFN-I results in pleiotropic immunomodulation linking the innate and adaptive immune responses. Recent research has demonstrated that in the setting of CNS autoimmunity, IFNs-I have multiple effects on myeloid cell subsets, such as circulating monocytes, granulocytes, DCs, and tissue macrophages, such as microglia. These diverse effects include changes in cell activation, maturation, antigen presentation, and cytokine production, thus influencing T cell differentiation and expansion, as well as the regulation of executive functions, such as apoptosis and phagocytosis. Moreover, current data suggest that the engagement of the IFNAR on myeloid cells changes the activation status of the inflammasome in a cell type-specific manner. Whereas most reports support primarily immune-suppressive effects of IFN-I on myeloid cells, endogenously produced, exogenously induced, and peripherally administered IFNs-I exert complex differential spatial effects during CNS autoimmune inflammation. Clearly characterizing the molecular and cellular basis of these effects promises to yield viable targets for a more directed, localized, cell type-specific IFN-I-based therapeutic approach. This kind of approach would allow for replacing the current treatment strategy in MS of broadly and unselectively altering all immune responses, regardless of their beneficial or detrimental nature.