An inducible gene expression program is a hallmark of the host inflammatory response. Recently, long intergenic non-coding RNAs (lincRNAs) have been shown to regulate the magnitude, duration, and resolution of these responses. Among these is lincRNA-Cox2, a dynamically regulated gene that broadly controls immune gene expression. To evaluate the in vivo functions of this lincRNA, we characterized multiple models of lincRNA-Cox2-deficient mice. LincRNA-Cox2-deficient macrophages and murine tissues had altered expression of inflammatory genes. Transcriptomic studies from various tissues revealed that deletion of the lincRNA-Cox2 locus also strongly impaired the basal and inducible expression of the neighboring gene prostaglandin-endoperoxide synthase (Ptgs2), encoding cyclooxygenase-2, a key enzyme in the prostaglandin biosynthesis pathway. By utilizing different genetic manipulations in vitro and in vivo, we found that lincRNA-Cox2 functions through an enhancer RNA mechanism to regulate Ptgs2. More importantly, lincRNA-Cox2 also functions in trans, independently of Ptgs2, to regulate critical innate immune genes in vivo.