HIV-exposed uninfected (HEU) infants are disproportionately at a higher risk of morbidity and mortality, as compared to HIV-unexposed uninfected (HUU) infants. Here, we used transcriptional profiling of peripheral blood mononuclear cells to determine immunological signatures of in utero HIV exposure. We identified 262 differentially expressed genes (DEGs) in HEU compared to HUU infants. Weighted gene co-expression network analysis (WGCNA) identified six modules that had significant associations with clinical traits. Functional enrichment analysis on both DEGs and the six significantly associated modules revealed an enrichment of G-protein coupled receptors and the immune system, specifically affecting neutrophil function and antibacterial responses. Additionally, malaria pathogenicity genes (thrombospondin 1-(THBS 1), interleukin 6 (IL6), and arginine decarboxylase 2 (ADC2)) were down-regulated. Of interest, the down-regulated immunity genes were positively correlated to the expression of epigenetic factors of the histone family and high-mobility group protein B2 (HMGB2), suggesting their role in the dysregulation of the HEU transcriptional landscape. Overall, we show that genes primarily associated with neutrophil mediated immunity were repressed in the HEU infants. Our results suggest that this could be a contributing factor to the increased susceptibility to bacterial infections associated with higher morbidity and mortality commonly reported in HEU infants.