Population divergence through selection can drive local adaptation in natural populations which has implications for the effective restoration of declining and extirpated populations. However, adaptation to local environmental conditions is complicated when both the host and its associated microbiomes must respond via co-evolutionary change. Nevertheless, for adaptation to occur through selection, variation in both host and microbiome traits should include additive genetic effects. Here we focus on host immune function and quantify factors affecting variation in gut immune gene transcription and gut bacterial community composition in early life-stage Chinook salmon (Oncorhynchus tshawytscha). Specifically, we utilized a replicated factorial breeding design to determine the genetic architecture (sire, dam and sire-by-dam interaction) of gut immune gene transcription and microbiome composition. Furthermore, we explored correlations between host gut gene transcription and microbiota composition. Gene transcription was quantified using nanofluidic qPCR arrays (22 target genes) and microbiota composition using 16 S rRNA gene (V5-V6) amplicon sequencing. We discovered limited but significant genetic architecture in gut microbiota composition and transcriptional profiles. We also identified significant correlations between gut gene transcription and microbiota composition, highlighting potential mechanisms for functional interactions between the two. Overall, this study provides support for the co-evolution of host immune function and their gut microbiota in Chinook salmon, a species recognized as locally adapted. Thus, the inclusion of immune gene transcription profile and gut microbiome composition as factors in the development of conservation and commercial rearing practices may provide new and more effective approaches to captive rearing.