Malnutrition is a nutritional condition that can affect many aspects of the immunological response, including by decreasing cell migration and stimulating phagocytosis; the bactericidal response; changes in reactive oxygen and nitrogen species production; and the production of proinflammatory cytokines, such as tumor necrosis factor alpha (TNF-α). This cytokine is primarily produced by macrophages and is associated with a wide range of biological activities, including inflammatory processes, growth, differentiation, and apoptosis. TNF-α acts through the activation of TNF receptors, and mainly receptor I (TNF-RI), which is responsible for most of the effects of TNF-α. This activation triggers a series of intracellular events that result in the activation of the transcription factor NF-κB. In this study, we evaluated the expression of the transcription factor NF-κB, mediated by TNF-α through TNF-RI, in a protein malnutrition (PM) model. Adult male BALB/c mice were submitted to PM, and after loss of approximately 20% of their body weight, their peritoneal macrophages were collected and cultivated with or without TNF-α. The expression of TNF-RI and proteins in its signaling pathway (TRADD, TRAF, RIP, IKK, IKB-α, pIKB-α, NF-κB, and pNF-κB) were evaluated, as well as cytokine production (IL-1α, IL-1β, IL-6, and IL-12). The compiled results highlight that the malnourished animals presented anemia, leukopenia, and decreased peritoneal cellularity. TNF-RI expression was reduced in the malnourished animals, and NF-κB phosphorylation was also reduced, in association with reduced production of IL-1β and IL-12. In this study, we observed aspects related to the innate immune response, and the outcome data allowed us to conclude that nutritional status interferes with the macrophage activation and the response capabilities of these cells.