(1) Background: Infection with human cytomegalovirus (HCMV) leads to the production and release of subviral particles, termed Dense Bodies (DB). They are enclosed by a membrane resembling the viral envelope. This membrane mediates the entrance of DBs into cells in a way that is comparable to virus infection. HCMV attachment and entry trigger the induction of interferon synthesis and secretion, and the subsequent expression of interferon-regulated genes (IRGs) that might inhibit replication of the virus. Recently, we demonstrated that DBs induce a robust interferon response in the absence of infection. Little is known thus far, including how DBs influence HCMV infection and virus–host interaction. (2) Methods: Purified DBs were used to study the impact on virus replication and on the innate defense mechanisms of the cell. (3) Results: The incubation of cells with DBs at the time of infection had little effect on viral genome replication. Preincubation of DBs, however, led to a marked reduction in viral release from infected cells. These cells showed an enhancement of the cytopathic effect, associated with a moderate increase in early apoptosis. Despite virus-induced mechanisms to limit the interferon response, the induction of interferon-regulated genes (IRGs) was upregulated by DB treatment. (4) Conclusions: DBs sensitize cells against viral infection, comparable to the effects of interferons. The activities of these particles need to be considered when studying viral–host interaction.