Interferon (IFN), a critical antiviral cytokine produced by pathogens-induced cells, plays an important role in host innate immune system. In this study, to investigate the inhibition effect of IFN on avian influenza virus (AIV), Chicken Embryo Fibroblasts (CEFs) was infected by H9N2 AIV. The pre-immune state and transcriptome analysis have been observed and performed. The result showed chicken interferon gamma (chIFN-γ) have the most inhibitory effect on H9N2 virus among three types of chicken interferons (chIFNs). Inhibition of chIFN-γ on H9N2 virus was verified by indirect immunofluorescence, RT-qPCR and western blot. The possible signaling pathways induced by chIFN-γ with or without virus were analyzed by transcriptome. The transcriptome data were compared among H9N2-infected, chIFN-γ-treated, chIFN-γ + H9N2-treated, and Control groups. In summary, RNA-sequencing (RNA-seq) data suggested that H9N2 virus infection resulted in corresponding response of certain defensive, inflammatory and metabolism pathways to the virus replication in CEFs. Furthermore, while CEFs were treated with chIFN-γ, many immune-related signaling pathways in cells are affected and altered. Antiviral genes involved in these immune pathways such as interferon regulatory factors, chemokines, interferon-stimulated genes (ISGs) and transcription factors were significantly up-regulated, and showed significant antiviral responses. Compared with virus infected CEFs alone, pretreatment with IFN induced the expression of antiviral genes and activated related antiviral pathways, inhibited the viral replication as result. Our study provided functional annotations for antiviral genes and the basis for studying the mechanism of chIFN-γ mediated response against H9N2 AIV.