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Development of a safe and efficacious vaccine against the HIV/AIDS pandemic remains a major scientific goal. We previously described an HIV/AIDS vaccine based on the modified vaccinia virus Ankara (MVA) expressing HIV-1 gp120 and Gag-Pol-Nef (GPN) of clade B (termed MVA-B), which showed moderate immunogenicity in phase I prophylactic and therapeutic clinical trials. Here, to improve the immunogenicity of MVA-B, we generated a novel recombinant virus, MVA-B ΔA40R, by deleting in the MVA-B genome the vaccinia virus (VACV) A40R gene, which encodes a protein with unknown immune function. The innate immune responses triggered by MVA-B ΔA40R in infected human macrophages, in comparison to parental MVA-B, revealed an increase in the mRNA expression levels of interferon (IFN)-β, IFN-induced genes, and chemokines. Compared to priming with DNA-B (a mixture of DNA-gp120 plus DNA-GPN) and boosting with MVA-B, mice immunized with a DNA-B/MVA-B ΔA40R regimen induced higher magnitude of adaptive and memory HIV-1-specific CD4+ and CD8+ T-cell immune responses that were highly polyfunctional, mainly directed against Env. and of an effector memory phenotype, together with enhanced levels of antibodies against HIV-1 gp120. Reintroduction of the A40R gene into the MVA-B ΔA40R genome (virus termed MVA-B ΔA40R-rev) promoted in infected cells high mRNA and protein A40 levels, with A40 protein localized in the cell membrane. MVA-B ΔA40R-rev significantly reduced mRNA levels of IFN-β and of several other innate immune-related genes in infected human macrophages. In immunized mice, MVA-B ΔA40R-rev reduced the magnitude of the HIV-1-specific CD4+ and CD8+ T cell responses compared to MVA-B ΔA40R. These results revealed an immunosuppressive role of the A40 protein, findings relevant for the optimization of poxvirus vectors as vaccines.