The bovine embryonic signal interferon-τ (IFN-τ) produced by the trophoblast is known to pass through the uterine fluid towards the endometrium and further into the maternal blood, where IFN-τ induces specific expression of interferon-stimulated gene expression (ISG), for example in peripheral leucocytes. In sheep, it was shown experimentally by administration of IFN-τ that ISG is also detectable in the liver. The objective was to test whether ISG can be detected in liver biopsy specimens from Holstein–Friesian heifers during early pregnancy. Liver biopsies were taken on day 18 from pregnant and non-pregnant heifers (n = 19), and the interferon-stimulated protein 15 kDa (ISG-15) and myxovirus-resistance protein-1 (MX-1) gene expression was detected. The expression of both MX-1 (p: 24.33 ± 7.40 vs np: 9.00 ± 4.02) and ISG-15 (p: 43.73 ± 23.22 vs 7.83 ± 3.63) was higher in pregnant compared to non-pregnant heifers (p < 0.05). In conclusion, pregnancy induced ISG-15 and MX-1 gene expression in the liver already at day 18 in cattle.