The DNA-mediated innate immune response underpins anti-microbial defenses and certain autoimmune diseases. Here we used immunoprecipitation, mass spectrometry, and RNA sequencing to identify a ribonuclear complex built around HEXIM1 and the long non-coding RNA NEAT1 that we dubbed the HEXIM1-DNA-PK-paraspeckle components-ribonucleoprotein complex (HDP-RNP). The HDP-RNP contains DNA-PK subunits (DNAPKc, Ku70, and Ku80) and paraspeckle proteins (SFPQ, NONO, PSPC1, RBM14, and MATRIN3). We show that binding of HEXIM1 to NEAT1 is required for its assembly. We further demonstrate that the HDP-RNP is required for the innate immune response to foreign DNA, through the cGAS-STING-IRF3 pathway. The HDP-RNP interacts with cGAS and its partner PQBP1, and their interaction is remodeled by foreign DNA. Remodeling leads to the release of paraspeckle proteins, recruitment of STING, and activation of DNAPKc and IRF3. Our study establishes the HDP-RNP as a key nuclear regulator of DNA-mediated activation of innate immune response through the cGAS-STING pathway.