Interferons (IFNs) are cytokines that are central to the host defence against viruses and other microorganisms. If not properly regulated, IFNs may contribute to the pathogenesis of inflammatory autoimmune, or infectious diseases. To identify genetic polymorphisms regulating the IFN system we performed an unbiased genome-wide protein-quantitative trait loci (pQTL) mapping of cell-type specific type I and type II IFN receptor levels and their responses in immune cells from 303 healthy individuals. Seven genome-wide significant (p < 5.0E-8) pQTLs were identified. Two independent SNPs that tagged the multiple sclerosis (MS)-protective HLA class I alleles A*02/A*68 and B*44, respectively, were associated with increased levels of IFNAR2 in B and T cells, with the most prominent effect in IgD^–CD27⁺memory B cells. The increased IFNAR2 levels in B cells were replicated in cells from an independent set of healthy individuals and in MS patients. Despite increased IFNAR2 levels, B and T cells carrying the MS-protective alleles displayed a reduced response to type I IFN stimulation. Expression and methylation-QTL analysis demonstrated increased mRNA expression of the pseudogeneHLA-Jin B cells carrying the MS-protective class I alleles, possibly driven via methylation-dependent transcriptional regulation. Together these data suggest that the MS-protective effects of HLA class I alleles are unrelated to their antigen-presenting function, and propose a previously unappreciated function of type I IFN signalling in B and T cells in MS immune-pathogenesis.