Species co‐occurrence can lead to competitive interactions that influence fitness. Competition is typically assumed to be modulated by species niche, especially food‐acquisition related traits. The influence of interspecific interactions on host microbiome communities has rarely been considered, and yet may provide an alternative mechanism regarding the effect of host species co‐occurrence on their fitness. Here, we investigated whether the composition of the gut microbial community differs between two Daphnia species (D. magna and D. pulex), and whether the gut microbiome of one species depends on the presence of the other. We hypothesized the stronger filter‐feeder D. magna to have a larger effect on the gut microbiome of the weaker filter‐feeder D. pulex than vice versa. To this purpose, three D. magna and three D. pulex genotypes were first made axenic and then grown in monocultures or in co‐cultures in natural environmental bacterioplankton‐enriched water, before assessing the community composition of the gut microbiomes and bacterioplankton. We found that the composition of the gut microbiome of the two Daphnia species did not significantly differ overall. However, subtle differences (i.e. the relative abundance of certain bacteria) between mono‐ and co‐cultures were found at the Daphnia genotype level. For most genotype combinations (six out of nine), the microbiome of D. pulex changed more (i.e. distance in microbiome composition was more sensitive to culture type in D. pulex than in D. magna) when grown in co‐cultures with D. magna than in monocultures. This provides limited support for our hypothesis that the stronger filter‐feeder has a larger effect on the gut microbiome of the weaker one than vice versa, and that this effect is possibly mediated via the bacterioplankton community.