Bats are the natural reservoir host for a number of zoonotic viruses, including Hendra virus (HeV) which causes severe clinical disease in humans and other susceptible hosts. Our understanding of the ability of bats to avoid clinical disease following infection with viruses such as HeV has come predominantly from in vitro studies focusing on innate immunity. Information on the early host response to infection in vivo is lacking and there is no comparative data on responses in bats compared with animals that succumb to disease. In this study, we examined the sites of HeV replication and the immune response of infected Australian black flying foxes and ferrets at 12, 36 and 60 hours post exposure (hpe). Viral antigen was detected at 60 hpe in bats and was confined to the lungs whereas in ferrets there was evidence of widespread viral RNA and antigen by 60 hpe. The mRNA expression of IFNs revealed antagonism of type I and III IFNs and a significant increase in the chemokine, CXCL10, in bat lung and spleen following infection. In ferrets, there was an increase in the transcription of IFN in the spleen following infection. Liquid chromatography tandem mass spectrometry (LC-MS/MS) on lung tissue from bats and ferrets was performed at 0 and 60 hpe to obtain a global overview of viral and host protein expression. Gene Ontology (GO) enrichment analysis of immune pathways revealed that six pathways, including a number involved in cell mediated immunity were more likely to be upregulated in bat lung compared to ferrets. GO analysis also revealed enrichment of the type I IFN signaling pathway in bats and ferrets. This study contributes important comparative data on differences in the dissemination of HeV and the first to provide comparative data on the activation of immune pathways in bats and ferrets in vivo following infection.