To explore the protective effect of dexamethasone (Dex) on early inflammation in mice with smoke inhalation-induced acute lung injury (SI-ALI), we screened and analyzed bioinformatics gene chip data, followed by laboratory verification. The GEO database was used to search the ALI gene datasets, which were processed by the GEO2R online tool. The differential genes of each dataset were analyzed by Venn diagram to select the differential genes. A protein-protein interaction network was built on the String platform, and key protein modules were screened with Cytoscape software. The online databases DAVID and KOBAS were used for GO and KEGG enrichment analyses. A total of 45 C57BL/6 mice were randomly divided into three groups as follows: control group, smoke inhalation group (smoke group), and smoke inhalation + Dex group (smoke + Dex group), with 15 in each group. Inhalation of smoke for 10 min caused SI-ALI in the smoke group and smoke + Dex group, and the air was given in the control group. Dex (0.4 mg/100 g) was injected in the smoke + Dex group. Animals were sacrificed 24 h later, the bronchoalveolar lavage fluid (BALF) of the left lung was collected, and the levels of IL-1β and IL-6 were detected by ELISA. The expressions of mitogen-activated protein kinase kinase kinase 8 (MAP3K8) and tumor necrosis factor-alpha-induced protein 3 (TNFAIP3) in the right middle lobe were measured by real-time fluorescent quantitative PCR. GSE1871, GSE2411, and GSE17355 gene datasets were included, and 60 differential genes were selected. The key modules mainly included IL-6, IL-1β, MAP3K8, and TNFAIP3. The biological process of GO was mainly concentrated in inflammation, immune response, and so on. Cell components were mainly concentrated in extracellular and molecular functions. KEGG was mainly concentrated in TNF, Toll-like receptors, and NOD-like receptor signaling pathways. Compared with the control group, the levels of IL-1β and IL-6 in BALF in the smoke group and smoke + Dex group were significantly increased (all P < 0.05), and the levels of IL-1β and IL-6 in the smoke + Dex group were lower compared with the smoke group (all P < 0.05). Compared with the control group, the expressions of TNFAIP3 and MAP3K8 in the smoke group and smoke + Dex group were increased significantly (all P < 0.05), and the expression of TNFAIP3 in the smoke + Dex group was increased compared with the smoke group (t = 5.701, P < 0.01). Moreover, the expression of MAP3K8 was decreased (t = 13.49, P < 0.01). It could be concluded that inflammation signal pathways in lung tissues of SI-ALI mice were activated, the secretion of IL-1β and IL-6 was increased, and the expressions of MAP3K8 and TNFAIP3 were increased. Application of Dex could up-regulate TNFAIP3, down-regulate MAP3K8, and decrease the secretion of IL-1β and IL-6. Dex might inhibit MAP3K8 by up-regulating TNFAIP3, thereby negatively regulating the TNF/MAPK signaling pathway to reduce the inflammatory response of SI-ALI.