The present invention concerns methods and compositions for forming complexes of interferon-λ with an antibody or antigen-binding antibody fragment. In preferred embodiments, the interferon-λ and the antibody or fragment are fusion proteins, each comprising a dimerization and docking domain (DDD) moiety from human protein kinase A or an anchor domain (AD) moiety from an A-kinase anchoring protein (AKAP). In more preferred embodiments, the interferon-antibody complex is more efficacious for treatment of cancer, asthma, Alzheimer's disease, multiple sclerosis or viral infection than interferon-λ alone, antibody alone, or the combination of unconjugated interferon-λ and antibody.