Vaccines such as Vaccinia or BCG have non-specific effects conferring protection against other diseases than their target infection, which are likely partly mediated through induction of innate immune memory (trained immunity). MVA85A, a recombinant strain of modified Vaccinia Ankara (MVA), has been suggested as an alternative vaccine against tuberculosis, but its capacity to induce positive or negative non-specific immune effects has not been studied. This study assesses whether Vaccinia and MVA are able to induce trained innate immunity in monocytes. Human primary monocytes were primed in an in vitro model with Vaccinia or MVA for 1 day, after which the stimulus was washed off and the cells were rechallenged with unrelated microbial ligands after 1 week. Heterologous cytokine responses were assessed and the capacity of MVA to induce epigenetic changes at the level of cytokine genes was investigated using chromatin immunoprecipitation and pharmacological inhibitors. Monocytes trained with Vaccinia showed significantly increased IL-6 and TNF-α production to stimulation with non-related stimuli, compared to non-trained monocytes. In contrast, monocytes primed with MVA showed significant decreased heterologous IL-6 and TNF-α responses, an effect which was abrogated by the addition of a histone methyltransferase inhibitor. No effects on H3K4me3 were observed after priming with MVA. It can be thus concluded that Vaccinia induces trained immunity in vitro, whereas MVA induces innate immune tolerance. This suggests the induction of trained immunity as an immunological mechanism involved in the non-specific effects of Vaccinia vaccination and points to a possible explanation for the lack of effect of MVA85A against tuberculosis.