Infertility and subfertility reduce the economic viability of dairy production. Inflammation reduces conception rates in dairy cattle, but surprisingly little information exists about the populations and the functions of immune cells at the conceptus-maternal interface during the periattachment period in dairy cattle. Early pregnancy is accompanied by immune stimulation at insemination and conceptus secretion of IFN-τ, pregnancy-associated glycoproteins, prostaglandins, and other molecules whose effects on immune function during early pregnancy have not been determined. Our working hypothesis is that pregnancy induces changes in immune cell populations and functions that are biased toward immunological tolerance, tissue remodeling, and angiogenesis. This review summarizes current knowledge, starting with insemination and proceeding through early pregnancy, as this is the period of maximal embryo loss. Results indicated that early pregnancy is accompanied by a marked increase in the proportion of endometrial immune cells expressing markers for natural killer (CD335) cells and cytotoxic T cells (CD8) along with an increase in cells expressing major histocompatibility class II antigens (macrophages and dendritic cells). This is accompanied by increased abundance of mRNA for IL-15, a natural killer growth factor, and IL-10 in the endometrium during early pregnancy. Furthermore, expression of indoleamine 2,3 dioxygenase was 15-fold greater in pregnant compared with cyclic heifers at d 17, but then declined by d 20. This enzyme converts tryptophan to kynurenine, which alters immune function by creating a localized tryptophan deficiency and by activation of the aryl hydrocarbon receptor and induction of downstream tolerogenic mediators. Expression of the aryl hydrocarbon receptor is abundant in the bovine uterus, but its temporal and spatial regulation during early pregnancy have not been characterized. Pregnancy is also associated with increased expression of proteins known to inhibit immune activation, including programed cell death ligand-1 (CD274), lymphocyte activation gene-3 (CD223), and cytotoxic T-lymphocyte associated protein-4 (CD152). These molecules interact with receptors on antigen-presenting cells and induce lymphocyte tolerance. Current results support the hypothesis that early pregnancy signaling in dairy heifers involves changes in the proportions of immune cells in the endometrium as well as induction of molecules known to mediate tolerance. These changes are likely essential for uterine wall remodeling, placentation, and successful pregnancy.