Thrombocytopenia, prevalent in the majority of patients with myeloid malignancies, such as myelodysplastic syndrome (MDS) or acute myeloid leukemia (AML), is an independent adverse prognostic factor. Azacitidine (AZA), a mainstay therapeutic agent for stem cell transplant–ineligible patients with MDS/AML, often transiently induces or further aggravates disease-associated thrombocytopenia by an unknown mechanism. Here, we uncover the critical role of an acute type-I interferon (IFN-I) signaling activation in suppressing megakaryopoiesis in AZA-mediated thrombocytopenia. We demonstrate that megakaryocytic lineage-primed progenitors present IFN-I receptors and, upon AZA exposure, engage STAT1/SOCS1-dependent downstream signaling prematurely attenuating thrombopoietin receptor (TPO-R) signaling and constraining megakaryocytic progenitor cell growth and differentiation following TPO-R stimulation. Our findings directly implicate RNA demethylation and IFN-I signal activation as a root cause for AZA-mediated thrombocytopenia and suggest mitigation of TPO-R inhibitory innate immune signaling as a suitable therapeutic strategy to support platelet production, particularly during the early phases of AZA therapy.