RNA interference is an attractive strategy to fight against viral diseases by targeting the mRNA of viral genes. Most studies have reported the transient delivery of small interfering RNA or small hairpin (shRNA) expression constructs. Here, we present the production of transgenic mice stably expressing shRNA or miRNA targeting the IE180 mRNA (immediate early gene) of the pseudorabies virus (PRV) which infects mice and farm animals. We firstly designed non-retroviral shRNA or miRNA expression vectors. Secondly, we selected the most efficient shRNA construct that targeted either the 5′part or 3′UTR of the IE mRNA and was able to knockdown the target gene expression in cultured cells, by measuring systematically the shRNA content and comparing this with the interfering effects. We then produced four lines of transgenic mice expressing different amounts of shRNA or miRNA in the brain but without signs of stimulation of innate immunity. Lastly, we tested their resistance to PRV infection. In all transgenic lines, we observed a significant resistance to viral challenge, the best being achieved with the shRNA construct targeting the 3′UTR of the IE gene. Viral DNA levels in the brains of infected mice were always lower in transgenic mice, even in animals that did not survive. Finally, this work reports an effective strategy to generate transgenic animals producing shRNA from non-retroviral expression vectors. Moreover, these mice are the first transgenic animal models producing shRNA with a significant antiviral effect but without any apparent shRNA toxicity.