CpG-DNA or its synthetic analog CpG-ODN activates innate immunity through Toll-like receptor 9 (TLR9). However, the mechanism of TLR9 activation by CpG-DNA remains elusive. Here we have identified HMGB1 as a CpG-ODN-binding protein. HMGB1 interacts and preassociates with TLR9 in the endoplasmic reticulum-Golgi intermediate compartment (ERGIC), and hastens TLR9's redistribution to early endosomes in response to CpG-ODN. CpG-ODN stimulates macrophages and dendritic cells to secrete HMGB1; in turn, extracellular HMGB1 accelerates the delivery of CpG-ODNs to its receptor, leading to a TLR9-dependent augmentation of IL-6, IL-12, and TNFalpha secretion. Loss of HMGB1 leads to a defect in the IL-6, IL-12, TNFalpha, and iNOS response to CpG-ODN. However, lack of intracellular TLR9-associated HMGB1 can be compensated by extracellular HMGB1. Thus, the DNA-binding protein HMGB1 shuttles in and out of immune cells and regulates inflammatory responses to CpG-DNA.