Trained immunity refers to memory-like responses of innate immune cells when they re-encounter pathogenic stimuli. Bacillus Calmette-Guérin (BCG) vaccination implies enhanced antiviral immunity whereas the underlying mechanisms remain unclear. Herein, we have uncovered elevated expression of low-density lipoprotein receptor (LDLR) on BCG-trained macrophages with robust type I interferon (IFNI) production and antiviral effects both in vivo and in vitro. Consequently, cholesterol is accumulated in BCG-trained macrophages, leading to the augmentation of NFE2L1 expression and the formation of NFE2L1/IRAK1/TRIM25 complex where TRIM25 mediates IRAK1 K63 polyubiquitination to exaggerate IFNI responses in a RIG-I dependent manner.