Most embryo losses occur in the first trimester of pregnancy in cows and include losses following embryo transfer. There is a resulting negative economic impact on cattle production systems when this occurs. Cellular and molecular mechanisms behind the maternal immune response to the growing embryo have not been fully characterized. The objective of this study was to examine the gene expression profiles of peripheral white blood cells (PWBCs) from pregnant cows 21 days after an embryo was transferred, and cows that were treated equally but lost the embryo. Specifically, we obtained and compared the transcriptome of PWBC from heifers that became pregnant at day 21 (N = 5) or failed to become pregnant after the embryo transfer (N = 5). Sequencing data can be accessed by Gene Expression Omnibus (GEO) with the accession number GSE210665. A total of 13,167 genes were evaluated for differential expression between groups. A total of 682 genes showed differential expression (p-value <.01), 302 genes were up-regulated while 380 were down-regulated due to pregnancy. The most significant genes were COL1A2, H2AC18, HTRA1, MMP14, CD5L, ADAMDEC1, MYO1A and RPL39, among others. Most of the significant genes are related to the up-regulation of inflammatory chemokine activity and immune defence response. Our findings extend the current knowledge that pregnancy alters the PWBC by promoting immune tolerance, cell chemotaxis, blood coagulation, angiogenesis, inflammatory response, cell adhesion and cytokine secretion. Our data suggest that pregnancy and ectoparasites could trigger poorly described genes in PWBC of cows, and a few previously escribed genes, such as IFI44. These results could shed light on the genes and mechanisms that promote tolerance to pregnancy and allow survival of the developing embryo.