There is a significant need for highly effective vaccines against emerging and common veterinary infectious diseases. Canine adenovirus type 2 (CAV2) vectors allow rapid development of multiple vaccines and have demonstrated their potential in animal models. In this study, we compared the immunogenicity of a non-replicating CAV2 vector encoding the rabies virus glycoprotein with and without MontanideTM ISA 201 VG, an oil-based adjuvant. All vaccinated mice rapidly achieved rabies seroconversion, which was associated with complete vaccine protection. The adjuvant increased rabies antibody titers without any significant effect on the anti-CAV2 serological responses. An RT2 Profiler™ PCR array was conducted to identify host antiviral genes modulated in the blood samples 24 h after vaccination. Functional analysis of differentially expressed genes revealed the up-regulation of the RIG-I, TLRs, NLRs, and IFNs signaling pathways. These results demonstrate that a water-in-oil-in-water adjuvant can shape the immune responses to an antigen encoded by an adenovirus, thereby enhancing the protection conferred by live recombinant vaccines. The characterization of early vaccine responses provides a better understanding of the mechanisms underlying the efficacy of CAV2-vectored vaccines.