We report the detailed transcriptomic profiles of human innate myeloid cells using RNA sequencing. Monocytes migrate from blood into infected or wounded tissue to differentiate into macrophages, and control inflammation via phagocytosis or cytokine secretion. We differentiated culture primary monocytes with either GM- or M-CSF to obtain pro- or anti-inflammatory macrophages, and respectively activated them with either LPS/IFNγ or anti-inflammatory cytokines. We also treated the THP-1 monocytic cell line with PMA and similar cytokines to mimic differentiation and activation. We detected thousands of expression and alternative-splicing changes during monocyte-to-macrophage differentiation and activation, and a net increase in exon inclusion. MBNL1 knockdown phenocopies several alternative-splicing changes and strongly impairs PMA differentiation, suggesting functional defects in monocytes from Myotonic Dystrophy patients. This study provides general insights into alternative splicing in the monocyte-macrophage lineage, whose future characterization will elucidate their contribution to immune functions, which are altered in immunodeficiencies, autoimmunity, atherosclerosis and cancer.