A host computer has a plurality of virtual machines executing therein under the control of a hypervisor, where the host also includes a physical network interface controller (NIC). An interrupt controller detects an interrupt generated by the physical NIC, where the interrupt corresponds to a virtual machine. If the virtual machine has exclusive affinity to one or more physical central processing units (CPUs), then the interrupt is forwarded to the virtual machine. If the virtual machine does not have exclusive affinity, then a process in the hypervisor is invoked to forward the interrupt to the virtual machine.