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Recognition of microbial danger signals by toll‐like receptors (TLR) causes re‐programming of macrophages. To investigate kinase cascades triggered by the TLR4 ligand lipopolysaccharide (LPS) on systems level, we performed a global, quantitative and kinetic analysis of the phosphoproteome of primary macrophages using stable isotope labelling with amino acids in cell culture, phosphopeptide enrichment and high‐resolution mass spectrometry. In parallel, nascent RNA was profiled to link transcription factor (TF) phosphorylation to TLR4‐induced transcriptional activation. We reproducibly identified 1850 phosphoproteins with 6956 phosphorylation sites, two thirds of which were not reported earlier. LPS caused major dynamic changes in the phosphoproteome (24% up‐regulation and 9% down‐regulation). Functional bioinformatic analyses confirmed canonical players of the TLR pathway and highlighted other signalling modules (e.g. mTOR, ATM/ATR kinases) and the cytoskeleton as hotspots of LPS‐regulated phosphorylation. Finally, weaving together phosphoproteome and nascent transcriptome data by in silico promoter analysis, we implicated several phosphorylated TFs in primary LPS‐controlled gene expression.