As the first line of defence against pathogens, cells mount an innate immune response, which is highly variable from cell to cell. The response must be potent yet carefully controlled to avoid self-damage. How these constraints have shaped the evolution of innate immunity remains poorly understood. Here, we characterise this programmes transcriptional divergence between species and expression variability across cells. Using bulk and single-cell transcriptomics in primate and rodent fibroblasts challenged with an immune stimulus, we reveal a striking architecture of the innate immune response. Rapidly diverging genes, including cytokines and chemokines, also vary across cells and have distinct promoter structures. Conversely, genes involved in response regulation, such as transcription factors and kinases, are conserved between species and display low cell-to-cell variability. We suggest that this unique expression pattern, observed across species and conditions, has evolved as a mechanism for fine-tuned regulation, to achieve an effective but balanced response.