Increasing ocean temperatures are causing dysbiosis between coral hosts and their symbionts. Previous work suggests that coral host gene expression responds more strongly to environmental stress compared to their intracellular symbionts; however, the causes and consequences of this phenomenon remain untested. We hypothesized that symbionts are less responsive because hosts modulate symbiont environments to buffer stress. To test this hypothesis, we leveraged the facultative symbiosis between the scleractinian coral Oculina arbuscula and its symbiont Breviolum psygmophilum to characterize gene expression responses of both symbiotic partners in and ex hospite under thermal challenges. To characterize host and in hospite symbiont responses, symbiotic and aposymbiotic O. arbuscula were exposed to three treatments: (1) control (18°C), (2) heat (32°C), and (3) cold (6°C). This experiment was replicated with B. psygmophilum cultured from O. arbuscula to characterize ex hospite symbiont responses. Both thermal challenges elicited classic environmental stress responses (ESRs) in O. arbuscula regardless of symbiotic state, with hosts responding more strongly to cold challenge. Hosts also exhibited stronger responses than in hospite symbionts. In and ex hospite B. psygmophilum both down‐regulated gene ontology pathways associated with photosynthesis under thermal challenge; however, ex hospite symbionts exhibited greater gene expression plasticity and differential expression of genes associated with ESRs. Taken together, these findings suggest that O. arbuscula hosts may buffer environments of B. psygmophilum symbionts; however, we outline the future work needed to confirm this hypothesis.