Activation of the JAK-STAT pathway by type I interferons (IFNs) requires clathrin-dependent endocytosis of the IFN-α and -β receptor (IFNAR), indicating a role for endosomal sorting in this process. The molecular machinery that brings the selective activation of IFN-α/β-induced JAK-STAT signalling on endosomes remains unknown. Here we show that the constitutive association of STAM with IFNAR1 and TYK2 kinase at the plasma membrane prevents TYK2 activation by type I IFNs. IFN-α-stimulated IFNAR endocytosis delivers the STAM-IFNAR complex to early endosomes where it interacts with Hrs, thereby relieving TYK2 inhibition by STAM and triggering signalling of IFNAR at the endosome. In contrast, when stimulated by IFN-β, IFNAR signalling occurs independently of Hrs as IFNAR is sorted to a distinct endosomal subdomain. Our results identify the molecular machinery that controls the spatiotemporal activation of IFNAR by IFN-α and establish the central role of endosomal sorting in the differential regulation of JAK-STAT signalling by IFN-α and IFN-β.