Interferon‐alpha (IFN alpha) induces rapid tyrosine phosphorylation of its receptors, two JAK kinases and three STAT transcription factors. One kinase, p135tyk2, is complexed with the IFNaR1 receptor, and may catalyze some of these phosphorylation events. We demonstrate that, in vitro, p135tyk2 phosphorylates two tyrosines on IFNaR1. A phosphopeptide corresponding to the major phosphorylation site (Tyr466) binds STAT2, but not STAT1, in an SH‐2‐dependent manner. Furthermore, only latent, non‐phosphorylated STAT2 interacts with this phosphopeptide. When this phosphopeptide is introduced into permeabilized cells, the IFN alpha‐dependent tyrosine phosphorylation of both STATs is blocked. Finally, mutant versions of IFNaR1, in which Tyr466 is changed to phenylalanine, can act in a dominant negative manner to inhibit phosphorylation of STAT2. These observations are consistent with a model in which IFNaR1 mediates the interaction between JAK kinases and the STAT transcription factors.