A full understanding of the relationship between surface properties, protein adsorption, and immune responses is lacking but is of great interest for the design of biomaterials with desired biological profiles. In this study, polyelectrolyte multilayer (PEM) coatings with gradient changes in surface wettability were developed to shed light on how this impacts protein adsorption and immune response in the context of material biocompatibility. The analysis of immune responses by peripheral blood mononuclear cells to PEM coatings revealed an increased expression of proinflammatory cytokines tumor necrosis factor (TNF)-α, macrophage inflammatory protein (MIP)-1β, monocyte chemoattractant protein (MCP)-1, and interleukin (IL)-6 and the surface marker CD86 in response to the most hydrophobic coating, whereas the most hydrophilic coating resulted in a comparatively mild immune response. These findings were subsequently confirmed in a cohort of 24 donors. Cytokines were produced predominantly by monocytes with a peak after 24 h. Experiments conducted in the absence of serum indicated a contributing role of the adsorbed protein layer in the observed immune response. Mass spectrometry analysis revealed distinct protein adsorption patterns, with more inflammation-related proteins (e.g., apolipoprotein A-II) present on the most hydrophobic PEM surface, while the most abundant protein on the hydrophilic PEM (apolipoprotein A-I) was related to anti-inflammatory roles. The pathway analysis revealed alterations in the mitogen-activated protein kinase (MAPK)-signaling pathway between the most hydrophilic and the most hydrophobic coating. The results show that the acute proinflammatory response to the more hydrophobic PEM surface is associated with the adsorption of inflammation-related proteins. Thus, this study provides insights into the interplay between material wettability, protein adsorption, and inflammatory response and may act as a basis for the rational design of biomaterials.