In humans, infection with Coxiella burnetii, the causative agent of Q fever, leads to acute or chronic infection, both associated with specific clinical symptoms. In contrast, no symptoms are observed in goats during C. burnetii infection, although infection of the placenta eventually leads to premature delivery, stillbirth and abortion. It is unknown whether these differences in clinical outcome are due to the early immune responses of the goats. Therefore, peripheral blood mononuclear cells (PBMCs) were isolated from pregnant goats. In total, 17 goats were included in the study. Six goats remained naive, while eleven goats were infected with C. burnetii. Toll-like receptor (TLR) and cytokine mRNA expression were measured after in vitro stimulation with heat-killed C. burnetii at different time points (prior infection, day 7, 35 and 56 after infection). In naive goats an increased expression of interleukin (IL)-1β, tumor necrosis factor (TNF)-α, IL-10 and interferon (IFN)-γ mRNA upon C. burnetii stimulation was detected. In addition, TLR2 expression was strongly up-regulated. In goats infected with C. burnetii, PBMCs re-stimulated in vitro with C. burnetii, expressed significantly more TNF-α mRNA and IFN-γ mRNA compared to naive goats. In contrast, IL-10 mRNA production capacity was down-regulated during C. burnetii infection. Interestingly, at day 7 after inoculation a decreased IFN-γ protein level was observed in stimulated leukocytes in whole blood from infected goats, whereas at other time-points increased production of IFN-γ protein was seen. Our study shows that goats initiate a robust pro-inflammatory immune response against C. burnetii in vitro. Furthermore, PBMCs from C. burnetii infected goats show augmented pro-inflammatory cytokine responses compared to PBMCs from non-infected goats. However, despite this pro-inflammatory response, goats are not capable of clearing the C. burnetii infection.