Interactions between hosts and their resident microbial communities are a fundamental component of fitness for both agents. Though recent research has highlighted the importance of interactions between animals and their bacterial communities, comparative evidence for fungi is lacking, especially in natural populations. Using data from 49 species, we present novel evidence of strong covariation between fungal and bacterial communities across the host phylogeny, indicative of recruitment by hosts for specific suites of microbes. Using co-occurrence networks, we demonstrate marked variation across host taxonomy in patterns of covariation between bacterial and fungal abundances. Host phylogeny drives differences in the overall richness of bacterial and fungal communities, but the effect of diet on richness was only evident in the mammalian gut microbiome. Sample type, tissue storage and DNA extraction method also affected bacterial and fungal community composition, and future studies would benefit from standardized approaches to sample processing. Collectively these data indicate fungal microbiomes may play a key role in host fitness and suggest an urgent need to study multiple agents of the animal microbiome to accurately determine the strength and ecological significance of host–microbe interactions.