West Nile virus (WNV), from the Flaviviridae family, is a re-emerging zoonotic pathogen of medical importance. In humans, WNV infection may cause life-threatening meningoencephalitis or long-term neurologic sequelae. WNV is transmitted by Culex spp. mosquitoes and both the arthropod vector and the mammalian host are equipped with antiviral innate immune mechanisms sharing a common phylogeny. As far as the current evidence is able to demonstrate, mosquitoes primarily rely on RNA interference, Toll, Imd and JAK-STAT signalling pathways for limiting viral infection, while mammals are provided with these and other more complex antiviral mechanisms involving antiviral effectors, inflammatory mediators, and cellular responses triggered by highly specialized pathogen detection mechanisms that often resemble their invertebrate ancestry. This mini-review summarizes our current understanding of how the innate immune systems of the vector and the mammalian host react to WNV infection and shape its pathogenesis.