Bacillus Calmette-Guerin (BCG) is an attenuated bacterial vaccine used to protect against Mycobacterium tuberculosis (Mtb) in regions where infections are highly prevalent. BCG is currently delivered by the intradermal route, but alternative routes of administration are of great interest, including intrapulmonary delivery to more closely mimic respiratory Mtb infection. In this study, mice subjected to pulmonary delivery of green fluorescent protein–tagged strains of virulent (Mtb) and attenuated (BCG) mycobacteria were studied to better characterize infected lung cell subsets. Profound differences in dissemination patterns were detected between Mtb and BCG, with a strong tendency of Mtb to disseminate from alveolar macrophages (AMs) to other myeloid subsets, mainly neutrophils and recruited macrophages. BCG mostly remained in AMs, which promoted their activation. These preactivated macrophages were highly efficient in containing Mtb bacilli upon challenge and disrupting early bacterial dissemination, which suggests a potential mechanism of protection associated with pulmonary BCG vaccination. Respiratory BCG also protected mice against a lethal Streptococcus pneumoniae challenge, suggesting that BCG-induced innate activation could confer heterologous protection against respiratory pathogens different from Mtb. BCG drove long-term activation of AMs, even after vaccine clearance, and these AMs reacted efficiently upon subsequent challenge. These results suggest the generation of a trained innate memory-like response in AMs induced by pulmonary BCG vaccination.