We investigated gene expression patterns in whole blood and fecal microbiota profile as potential predictors of immune response to vaccination, using healthy M. hyopneumoniae infection free piglets (n = 120). Eighty piglets received a dose of prophylactic antibiotics during the first two days of life, whereas the remaining 40 did not. Blood samples for RNA-Seq analysis were collected on experimental Day 0 (D0; 28 days of age) just prior to vaccination, D2, and D6 post-vaccination. A booster vaccine was given at D24. Fecal samples for microbial 16SrRNA sequencing were collected at 7 days of age, and at D0 and D35 post-vaccination. Pigs were ranked based on the levels of M. hyopneumoniae-specific antibodies in serum samples collected at D35, and groups of 'high' (HR) and 'low' (LR) responder pigs (n = 15 each) were selected. Prophylactic antibiotics did not influence antibody titer levels and differential expression analysis did not reveal differences between HR and LR at any time-point (FDR > 0.05); however, based on functional annotation with Ingenuity Pathway Analysis, D2 post-vaccination, HR pigs were enriched for biological terms relating to increased activation of immune cells. In contrast, the immune activation decreased in HR, 6 days post-vaccination. No significant differences were observed prior to vaccination (D0). Two days post-vaccination, multivariate analysis revealed that ADAM8, PROSER3, B4GALNT1, MAP7D1, SPP1, HTRA4, and ENO3 genes were the most promising potential biomarkers. At D0, OTUs annotated to Prevotella, CF21, Bacteroidales and S24-7 were more abundant in HR, whereas Fibrobacter, Paraprevotella, Anaerovibrio, [Prevotella], YRC22, and Helicobacter positively correlated with the antibody titer as well as MYL1, SPP1, and ENO3 genes. Our study integrates gene differential expression and gut microbiota to predict vaccine response in pigs. The results indicate that post-vaccination gene-expression and early-life gut microbiota profile could potentially predict vaccine response in pigs, and inform a direction for future research.