Cytokine-dependent gene activation critically depends upon the tyrosine phosphorylation (activation) of STAT transcription factors at membrane-bound cytokine receptors. The extent of STAT activation and hence the specificity of signaling is primarily determined by structural complementarity between the SH2 domain of the STATs and the tyrosine-phosphorylated receptor chains. Here, we identified constitutive nucleocytoplasmic shuttling as another mechanism that controls the differential activation of STAT transcription factors. Our analysis of nucleocytoplasmic cycling of STAT1 revealed that the expression of the alternatively spliced transactivation domain and its signal-dependent serine phosphorylation maximized the rate of nuclear export. Export modulation occurred independently of retention factors or the export receptor CRM1, and was observed both before and during stimulation of cells with cytokines. Our data indicated a dual role for the transactivation domain. It enhanced the nuclear retention of activated STAT1, but had the opposite effect on inactivated molecules. Accordingly, and despite their identical receptor recognition, the STAT1 splice variants differed strongly in the amplitude of tyrosine phosphorylation and in the duration of the cytokine signal. Thus, regulated nuclear export determined the cytokine sensitivity of the shuttling STAT1 transcription factors by controlling their availability at the receptor kinase complex.