Vaccinia virus, a member of the Poxviridae, expresses many proteins involved in immune evasion. In this review, we present a brief characterisation of the virus and its effects on host cells and discuss representative secreted and intracellular proteins expressed by vaccinia virus that are involved in modulation of innate immunity. These proteins target different aspects of the innate response by binding cytokines and interferons, inhibiting cytokine synthesis, opposing apoptosis or interfering with different signalling pathways, including those triggered by interferons and toll-like receptors.