Bovine tuberculosis is caused by infection with Mycobacterium bovis, which can also cause disease in a range of other mammals, including humans. Alveolar macrophages are the key immune effector cells that first encounter M. bovis and how the macrophage epigenome responds to mycobacterial pathogens is currently not well understood. Here, we have used chromatin immunoprecipitation sequencing (ChIP-seq), RNA-seq and miRNA-seq to examine the effect of M. bovis infection on the bovine alveolar macrophage (bAM) epigenome. We show that H3K4me3 is more prevalent, at a genome-wide level, in chromatin from M. bovis-infected bAM compared to control non-infected bAM; this was particularly evident at the transcriptional start sites of genes that determine programmed macrophage responses to mycobacterial infection (e.g. M1/M2 macrophage polarisation). This pattern was also supported by the distribution of RNA Polymerase II (Pol II) ChIP-seq results, which highlighted significantly increased transcriptional activity at genes demarcated by permissive chromatin. Identification of these genes enabled integration of high-density genome-wide association study (GWAS) data, which revealed genomic regions associated with resilience to infection with M. bovis in cattle. Through integration of these data, we show that bAM transcriptional reprogramming occurs through differential distribution of H3K4me3 and Pol II at key immune genes. Furthermore, this subset of genes can be used to prioritise genomic variants from a relevant GWAS data set.