West Nile virus (WNV) is an emerging mosquito-borne flavivirus, related to dengue virus and Zika virus. To gain insight into host pathways involved in WNV infection, we performed a systematic affinity-tag purification mass spectrometry (AP-MS) study to identify 259 WNV-interacting human proteins. RNAi screening revealed 26 genes that both interact with WNV proteins and influence WNV infection. We found that WNV, dengue and Zika virus capsids interact with a conserved subset of proteins that impact infection. These include the exon-junction complex (EJC) recycling factor, PYM1, which is antiviral against all three viruses. The EJC has roles in nonsense-mediated decay (NMD), and we found that both the EJC and NMD are antiviral. Mechanistically, we found that the EJC protein RBM8A directly binds WNV RNA. To counteract this antiviral defense, flavivirus infection inhibits NMD and the interaction of capsid with PYM1 interferes with EJC protein function and localization. Moreover, depletion of PYM1 attenuates RBM8A binding to viral RNA, suggesting that WNV sequesters PYM1 to protect viral RNA from decay. Together, these data suggest a complex interplay between the virus and host in regulating NMD and the EJC complex.