Human African trypanosomiasis (HAT), or sleeping sickness, is a neglected tropical disease caused by infection with trypanosome parasites (Trypanosoma spp.). These are transmitted by infected tsetse flies (Glossina spp.) and cause a similar disease in animals, known as African animal trypanosomosis (AAT), which is one of the largest constraints to livestock production in sub-Saharan Africa and causes a financial burden of approximately $4.5 billion annually. Some African Bos taurus cattle populations have an important evolutionary adaptation known as trypanotolerance, a genetically determined tolerance of infection by trypanosome parasites (Trypanosoma spp.). Trypanotolerant African B. taurus N'Dama and trypanosusceptible Bos indicus Boran cattle responded in largely similar ways during trypanosome infection when gene expression was examined using blood, liver, lymph node, and spleen samples with peaks and troughs of gene expression differences following the cyclic pattern of parasitaemia exhibited during trypanosome infection. However, differences in response to infection between the two breeds were reflected in differential expression of genes related to the immune system such as those encoding antimicrobial peptides and cytokines, including, for example, the antimicrobial peptide encoding genes LEAP2, CATHL3, DEFB4A, and S100A7 and the cytokine genes CCL20, CXCL11, CXCL13, CXCL16, CXCL17, IL33, and TNFSF13B. In addition, transcriptional profiling of peripheral blood identified expression differences in genes relating to coagulation and iron homeostasis, which supports the hypothesis that the dual control of parasitaemia and the anaemia resulting from the innate immune response to trypanosome parasites is key to trypanotolerance and provide new insights into the molecular mechanisms underlying this phenomenon.