High altitudes are among the most challenging environments inhabited by endotherms, where cold temperatures increase the metabolic demands of body heat generation (thermogenesis) but low oxygen levels (hypoxia) constrain aerobic metabolism. High-altitude natives that have adapted to overcome these challenges present a powerful opportunity to understand the mechanisms of environmental resilience. We have examined how host-microbiome interactions may contribute to this process in the deer mouse (Peromyscus maniculatus), North America’s highest dwelling mammal, with an elevation range from sea level to the peaks of the Rocky Mountains. Mice from populations native to high and low altitudes were born and raised in common lab conditions, then acclimated to control conditions (warm normoxia) or to simulated high elevation (cold hypoxia) in a full-factorial design. High-altitude mice had greater cold tolerance in hypoxia, as reflected by better maintenance of body temperature during acute cold challenge (‘cold endurance’), and greater aerobic capacity for thermogenesis. High-altitude mice also had an altered gut microbiome composition – preferentially enriched for several Clostridia taxa – and increased intestinal concentrations of bacterial metabolites that can regulate host metabolism. Microbiome disruption with antibiotics abolished the differences in cold endurance between populations, having much stronger effects in high-altitude mice, and had corresponding effects on thermogenic tissues. These findings suggest that interactions between the gut microbiome and host physiology can be a key determinant of species resilience to environmental challenges.