Respiratory infections, like the current COVID‐19 pandemic, target epithelial cells in the respiratory tract. Alveolar macrophages (AMs) are tissue‐resident macrophages located within the lung. They play a key role in the early phases of an immune response to respiratory viruses. AMs are likely the first immune cells to encounter SARS‐CoV‐2 during an infection, and their reaction to the virus will have a profound impact on the outcome of the infection. Interferons (IFNs) are antiviral cytokines and among the first cytokines produced upon viral infection. In this study, AMs from non‐infectious donors are challenged with SARS‐CoV‐2. We demonstrate that challenged AMs are incapable of sensing SARS‐CoV‐2 and of producing an IFN response in contrast to other respiratory viruses, like influenza A virus and Sendai virus, which trigger a robust IFN response. The absence of IFN production in AMs upon challenge with SARS‐CoV‐2 could explain the initial asymptotic phase observed during COVID‐19 and argues against AMs being the sources of pro‐inflammatory cytokines later during infection.