Janus kinase (JAK)–signal transducer and activator of transcription (STAT) signal transduction mediates cytokine responses. Canonical signaling is based on STAT tyrosine phosphorylation by activated JAKs. Downstream of interferon (IFN) receptors, activated JAKs cause the formation of the transcription factors IFN-stimulated gene factor 3 (ISGF3), a heterotrimer of STAT1, STAT2 and interferon regulatory factor 9 (IRF9) subunits, and gamma interferon-activated factor (GAF), a STAT1 homodimer. In recent years, several deviations from this paradigm were reported. These include kinase-independent JAK functions as well as extra- and intranuclear activities of U-STATs without phosphotyrosines. Additionally, transcriptional control by STAT complexes resembling neither GAF nor ISGF3 contributes to transcriptome changes in IFN-treated cells. Our review summarizes the contribution of non-canonical JAK–STAT signaling to the innate antimicrobial immunity imparted by IFN. Moreover, we touch upon functions of IFN pathway proteins beyond the IFN response. These include metabolic functions of IRF9 as well as the regulation of natural killer cell activity by kinase-dead TYK2 and different phosphorylation isoforms of STAT1.