The mammalian innate immune system serves as the front line of the host to eliminate invading pathogens. The receptors that sense invading pathogens or the pathogen-associated molecules localized at various membrane compartments that include the plasma membrane, endosomes, and the endoplasmic reticulum. Intriguingly, growing evidence indicates that the sites of pathogen detection do not always represent the site where innate immune signal is triggered. Rather, pathogen detection often induces translocation of the receptors by membrane trafficking. Furthermore, dysregulated membrane trafficking of the receptors renders the host susceptible to infection or prone to autoinflammatory diseases. These findings underscore the critical role of membrane trafficking in the innate immunity. In this review, we highlight emerging issues regarding PRRs and membrane trafficking, with the particular focus on STING and TLR4, the activity of which is tightly regulated by membrane trafficking.