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MX belongs to a family of type I interferon (IFN)-stimulated genes, and the MX protein has antiviral activity. MX has at least two isoforms, known as MX1 and MX2, in mammals. Moreover, bovine MX1 has been found to have alternative splice variants—namely, MX1-a and MX1B. In ruminants, IFN-τ—a type I IFN—is temporarily produced from the conceptus before implantation and induces MX expression in the endometrium. However, the expression dynamics of MX after implantation are not clear. In the present study, we investigated the expression of MX1-a, MX1B and MX2 in the endometrium and placenta before and after implantation along with the expression of IFN-α, type I receptors (IFNAR1 and IFNAR2) and interferon regulatory factors (IRF3 and IRF9). Pregnant uterine samples were divided into five groups according to pregnancy days 14–18, 25–40, 50–70, 80–100, and 130–150. Tissue samples were collected from the intercaruncular endometrium (IC), caruncular endometrium (C) and fetal placenta (P). Although all the MX expressions were significantly higher in the IC and C at days 14–18, presumably caused by embryo-secreted IFN-τ stimulation, their expressions were also detectable in the IC, C and P after implantation. Furthermore, IFN-α expression was significantly higher in the IC. RT-PCR indicated IFNAR1, IFNAR2, IRF3 and IRF9 mRNA in all the tissues during pregnancy. These results suggest that all the MX genes are affected by the type I IFN pathway during pregnancy and are involved in an immune response to protect the mother and fetus.