The present invention provides IFN-α conjugates including IFN-α peptides and modifying groups such as PEG moieties. The IFN-α peptide and modifying group are linked via an intact glycosyl linking group interposed between and covalently attached to the IFN-α peptide and the modifying group. The IFN-α conjugates are formed from glycosylated peptides by the action of a glycosyltransferase. The glycosyltransferase ligates a modified sugar onto an amino acid or a glycosyl residue on the IFN-α peptide. Also provided are methods for preparing the IFN-α conjugates, methods for treating various disease conditions with the IFN-α conjugates, and pharmaceutical formulations including the IFN-α conjugates.