HIV-exposed uninfected (HEU) infants exhibit altered vaccine responses and an increased mortality compared with HIV-unexposed infants. Here, vaccine responses in HEU and HIV-unexposed cord blood monocytes (CBMs) were assessed following Bacillus Calmette--Guerín (BCG) treatment. Innate responses to in-vitro BCG treatment were assessed through transcriptional profiling using CBMs obtained from a Nigerian cohort of HIV-infected and uninfected women. HIV-unexposed (n = 9) and HEU (n = 10) infant CBMs were treated with BCG and transcriptionally profiled with the Nanostring nCounter platform. Differential expression and pathway enrichment analyses were performed, and transcripts were identified with enhanced or dampened BCG responses. Following BCG stimulation, several pathways associated with inflammatory gene expression were upregulated irrespective of HIV exposure status. Both HIV-unexposed and HEU monocytes increased expression of several cytokines characteristic of innate BCG responses, including IL1β, TNFα, and IL-6. Using differential expression analysis, we identified genes significantly upregulated in HEU compared with HIV-unexposed monocytes including monocyte chemokine CCL7 and anti-inflammatory cytokine TNFAIP6. In contrast, genes significantly upregulated in HIV-unexposed compared with HEU monocytes include chemokine CCL3 and cytokine IL23A, both of which influence anti-mycobacterial T-cell responses. Finally, two genes, which regulate prostaglandin production, CSF2 and PTGS2, were also more significantly upregulated in the HIV-unexposed cord blood indicating that inflammatory mediators are suppressed in the HEU infants. HEU monocytes exhibit altered induction of several key innate immune responses, providing mechanistic insights into dysregulated innate response pathways that can be therapeutically targeted to improve vaccine responses in HEU infants.